Tail Risk in the Cross Section of Alternative Risk Premium Strategies
The Journal of Portfolio Management, Vol. 45, Issue 2, Multi-Asset Special Issue 2019
The Journal of Portfolio Management, Vol. 45, Issue 2, Multi-Asset Special Issue 2019
| Type: | Academic publication |
|---|---|
| Date: | le 31/12/2018 |
| Research Cluster : | Finance |
| Source : | The Journal of Portfolio Management |
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About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 10 European business schools. Fully international and directly connected to the business world, EDHEC is a school for business, rather than a business school, where excellence in teaching and research focuses on innovation to stimulate entrepreneurship and creativity. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching philosophy, inspired by its award-winning research activities, focuses on “learning by doing”.
