Equity Portfolios with Improved Liability-Hedging Benefits

Guillaume Coqueret; Lionel Martellini; Vincent Milhau

doi:10.3905/jpm.2017.43.2.037

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.

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For correspondence: g.coqueret@montpellier-bs.com

Lionel Martellini

is a professor of finance at the EDHEC Business School and director of the EDHEC-Risk Institute in Nice Cedex 3, France.

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For correspondence: lionel.martellini@edhec.edu

Vincent Milhau

is a research director at the EDHEC-Risk Institute in Nice Cedex 3, France.

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For correspondence: vincent.milhau@edhec.edu

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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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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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