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Asset-Liability Management

The UFG "Dynamic Allocation Models and New Forms of Target-Date Funds for Private and Institutional Clients" Research Chair

The UFG "Dynamic Allocation Models and New Forms of Target-Date Funds for Private and Institutional Clients" Research Chair, under the leadership of Lionel Martellini, the scientific director of EDHEC-Risk Institute, will examine the limitations of target-date funds of gradually more conservative profiles and the advantages of an asset-liability management approach sensitive to the period and to the economic cycle for target-date funds, in particular for pensions.

The chair will be overseen by a joint UFG/EDHEC-Risk Institute steering committee.

The first project undertaken as part of the chair is an analysis of target-date funds for pensions, the results of which were presented at EDHEC-Risk Institutional Days in Paris on 26 and 27 May 2009.

The research output from the chair will be published in this section in due course.


[Consult the press release announcing the launch of the research chair: 05/05/09]