Professeurs et Chercheurs
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Ingénieur de Recherche Senior
Principales contributions académiques : Advances in Neural Information Processing Systems (2008 ; 2009), Quantitative Finance (2010), SIAM Journal on Financial Mathematics (2010)
Département Comptabilité, Droit, Finance et Economie.
This paper argues that inflation-linked bonds, in addition to being attractive for issuing corporations, are also attractive for investors such as pension funds facing long-term inflation-linked liabilities.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : PUBLICATION EDHECThe present publication, “Hedging versus Insurance: Long-Horizon Investing with Short-Term Constraints,” was produced as part of the BNP Paribas Investment Partners research chair at EDHEC-Risk Institute on “ALM and Institutional Investment Management”.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : PUBLICATION EDHEC
The authors argue in this paper that improved long-term investing strategies can be designed for private wealth management.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : WORKING PAPERThe Solvency II Directive introduces a prudential framework for the computation of regulatory capital requirements for insurers.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : PUBLICATION EDHECComptabilité Droit Finance et Economie
