Active Asset Allocation Généralisation Approche TPPI – Extrait Matinée Recherche EIFR

Active Asset Allocation, chaired a research event on risk management organised by the European Institute for Financial Regulation (EIFR), which gathered more than 50 asset managers and institutional investors. Adina Grigoriu gave a complete overview of portfolio insurance techniques and their evolution over time, from the founding article of Perold in 1986 (CPPI) until the most recent publications. Active Asset Allocation generalized the TPPI approach to take into account a wide variety of asset classes.

View Active Asset Allocation innovation concept in portfolio insurance in the short video