Defined-Benefit Pension Funds / EDHEC Risk / Fixed-Income Securities / Asset Management Research Centre An / BNP Paribas Investment Partners / Bloomberg / See Standard Life Investments / MSCI Europe / Portfolio Management / Journal of Alternative Investments / /
Continent
Europe / /
Country
Switzerland / France / United States / Netherlands / United Kingdom / /
Currency
pence / USD / /
Event
Natural Disaster / Business Partnership / Funding / /
EDHEC Risk and Asset Management Research Centre / Asset Management Research Centre / UC Berkeley / Haas School of Business / EDHEC Business School / /
Person
Nicole El Karoui / Noël Amenc / Peter Carr / Vincent Milhau / Lionel Martellini / Samuel Sender / Sophia Antipolis / Volker Ziemann / /
Position
Scientific Director / professor of finance / research chair / Formal Model of Asset-Liability Management / Management Chair Management and Institutional Investment / candidate in finance / chair / research engineer / Professor of Finance Director / Institutional Investment Management Chair " / /
PublishedMedium
Review of Financial Studies / Financial Analysts Journal / /
An EDHEC Risk and Asset Management Research Centre Publication Measuring the Benefits of Dynamic Asset Allocation Strategies in the Presence of Liability Constraints March 2009