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

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact [email protected] or view our subscription options here: http://subscriptions.risk.net/subscribe

You are currently unable to copy this content. Please contact [email protected] to find out more.

To continue reading...

You need to sign in to use this feature. If you don’t have a RiskTech Forum account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here: