All investors want to maximize their portfolio’s returns while minimizing their risks. But how should you measure ‘risk’? Standard risk measures, such
13th International Workshop on Pension Insurance and Savings – 28-29 May 2015 – University Paris Dauphine.
A tail-focused asset path simulation technique An important feature of financial markets is that they are highly unpredictable. But despite market
Active Asset Allocation uses the most advanced actuarial techniques combined with powerful modelling of asset classes behaviour in order to help
The lively debate around the use of the revised IORP Directive’s Holistic Balance Sheet (HBS) gives us an occasion to provide a
La gestion des risques, centre de coût ou source inexploitée de performance ? Par Adina Grigoriu, Directeur
Risk Control through Dynamic Core-Satellite Portfolios of ETFs : Applications to absolute Return Funds and Tactical Asset Allocation.