Hilary Till: This two-part series is excerpted from a presentation given by the author on February 10th, 2014 at a joint meeting in Chicago of the following two professional organizations: the Professional Risk Managers’ International Association (PRMIA) and the Chartered Alternative Investment Analyst (CAIA) Association.
Research Associate, EDHEC-Risk Institute
This presentation, in turn, was excerpted from a full-day seminar given by the author to representatives of the China Foreign Exchange Trade System, a sub-institution of the People’s Bank of China, in December 2012. The views expressed in this article are the personal opinions of Hilary Till and do not necessarily reflect the views of organizations with which Ms. Till is affiliated. This is a working paper version of an article that is forthcoming (2014) in “Intelligent Risk,” a publication of the Professional Risk Managers’ International Association (PRMIA). EDHEC is one of the top five business schools in France. Its reputation is built on the high quality of its faculty and the privileged relationship with professionals that the school has cultivated since its establishment in 1906. EDHEC Business School has decided to draw on its extensive knowledge of the professional environment and has therefore focused its research on themes that satisfy the needs of professionals. EDHEC pursues an active research policy in the field of finance. EDHEC-Risk Institute carries out numerous research programmes in the areas of asset allocation and risk management in both the traditional and alternative investment universes.
|Type :||Working paper|
|Date :||le 25/04/2014|
|Pôle de recherche||Finance|