Equity Portfolios with Improved Liability-Hedging Benefits

Guillaume Coqueret, Lionel Martellini and Vincent Milhau
The Journal of Portfolio Management Winter 2017, 43 (2) 37-49; DOI: https://doi.org/10.3905/jpm.2017.43.2.037

Article Information

vol. 43 no. 2 37-49
DOI 
https://doi.org/10.3905/jpm.2017.43.2.037
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online January 31, 2017.
Copyright & Usage 
© 2017 Pageant Media Ltd

Author Information

  1. Guillaume Coqueret
    1. is an assistant professor at the Montpellier Business School in Montpellier, France. (g.coqueret{at}montpellier-bs.com)
  2. Lionel Martellini
    1. is a professor of finance at the EDHEC Business School and director of the EDHEC-Risk Institute in Nice Cedex 3, France. (lionel.martellini{at}edhec.edu)
  3. Vincent Milhau
    1. is a research director at the EDHEC-Risk Institute in Nice Cedex 3, France. (vincent.milhau{at}edhec.edu)
  1. To order reprints of this article, please contact Dewey Palmieri at dpalmieri{at}iijournals.com or 212-224-3675.
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Equity Portfolios with Improved Liability-Hedging Benefits
Guillaume Coqueret, Lionel Martellini, Vincent Milhau
The Journal of Portfolio Management Jan 2017, 43 (2) 37-49; DOI: 10.3905/jpm.2017.43.2.037
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