ETF Survey 2009

              A previous version of the ETF survey 2010. More…

EDHEC RISK – EDHEC Institutional Days 2009

            26-27 May 2009 – CNIT Paris La Defense Exploiting the Credit Market Recovery > Applying the Dynamic Core Satellite model to fixed-income management > Implementing optimal substitution of Treasury securities by investment-grade bonds > Case studies Using Dynamic Core Satellite techniques in an Absolute Return Context > Limits to diversification and tactical allocation in …

EDHEC RISK – EDHEC Alternative Investment Days 2008

            09-10 December 2008 – London ExCel Conference Center New Forms of Absolute Return Funds > Limits of diversification and tactical allocation approaches to absolute return strategies > Benefits of portfolio insurance techniques for absolute return fund design > Dynamic Core Satellite approach and absolute return management of multi-style multi-class portfolios Alteram Optimal Equity : …

Constructing Absolute Return Funds with ETFs

        Constructing Absolute Return Funds with ETFs : A dynamic Risk-Budgeting Approach “This article develops an application of ETFs to the management of an absolute return fund. The use of dynamic core-satellite portfolio management makes it possible to construct absolute return funds using ETFs on stock and bond indices. As a result of the ease with which …

ETF Survey 2008

              A previous version of the ETF survey 2010. More …

EDHEC RISK – EDHEC Institutional Days June 2008

            EDHEC Risk – 12-13 June 2008 – CNIT Paris La Défense Hedge Funds and Optimal Substitution > Diversification versus optimal substitution > Dynamic Core Satellite and optimal substitution of an equity portfolio with long/short equities