EDHEC RISK – EDHEC Institutional Days June 2008

edhec-risk-c

 

 

 

 

 

 

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