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.
View Full Text

Cited By...

Back to top

Explore our content to discover more relevant research

In this issue

Print
Download PDF
Article Alerts
Email Article
Citation Tools
Save To My Folders
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
del.icio.us logo Digg logo Reddit logo Twitter logo Facebook logo Google logo LinkedIn logo Mendeley logo
Facebook Like LinkedIn logo

Jump to section