EDHEC-Risk Institute: Hedging versus Insurance: Long-Horizon Investing with Short-Term Constraints
The present publication, “Hedging versus Insurance: Long-Horizon Investing with Short-Term Constraints,” was produced as part of the BNP Paribas Investment Partners research chair at EDHEC-Risk Institute
on “ALM and Institutional Investment Management”. Under the supervision of Professor Lionel Martellini, Scientific Director of EDHEC-Risk Institute, this chair examines the properties of dynamic asset allocation strategies in asset-liability management.
This document provides comprehensive
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