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
Guillaume Coqueret
is an assistant professor at the Montpellier Business School in Montpellier, France.
Lionel Martellini
is a professor of finance at the EDHEC Business School and director of the EDHEC-Risk Institute in Nice Cedex 3, France.
Vincent Milhau
is a research director at the EDHEC-Risk Institute in Nice Cedex 3, France.
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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