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Risk Control through Dynamic Core-Satellite Portfolios of ETFs: Applications to Absolute Return Funds and Tactical Asset Allocation — January 2010

EDHEC-Risk Institute Publications (2007-2010)

  • Le Sourd, V. Hedge fund performance in 2007 (February).

  • Amenc, N., F. Goltz, V. Le Sourd, and L. Martellini. The EDHEC European investment

practices survey 2008 (January).

2007

  • Ducoulombier, F. Etude EDHEC sur l'investissement et la gestion du risque immobiliers

en Europe (November/December).

  • Ducoulombier, F. EDHEC European real estate investment and risk management survey

(November).

  • Goltz, F., and G. Feng. Reactions to the EDHEC study "Assessing the quality of stock

market indices" (September).

  • Le Sourd, V. Hedge fund performance in 2006: A vintage year for hedge funds?

(March).

  • Amenc, N., L. Martellini, and V. Ziemann. Asset-liability management decisions in private

banking (February).

  • Le Sourd, V. Performance measurement for traditional investment (literature survey)

(January).

An EDHEC-Risk Institute Publication

39

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