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