EDHEC RISK – EDHEC Institutional Days 2009

edhec-risk-a

 

 

 

 

 

 

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 an absolute return management context

> Principles and relevance of the Core Satellite approach for absolute return strategies

> Accounting for investor preferences and investment horizon in fund design

> Using ETFs to implement a Dynamic Core Satellite absolute return fund