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Asset Allocation & Derivative Instruments
Asset Allocation & Derivative Instruments
This research programme focuses on the usefulness of employing derivative instruments in the area of portfolio construction, whether it involves implementing active portfolio allocation or replicating indices. "Passive" replication of "active" hedge fund indices through portfolios of derivative instruments is a key area in the research carried out by EDHEC.
STRUCTURED FORMS OF INVESTMENT STRATEGIES
This research examines the proportion of buy-and-hold investors' portfolios that should optimally be allocated to structured products. It is the first ever academic study to explore this topic. The findings, targeted to institutional investors, are relevant to all investors seeking to optimize the Risk-Return ratio of their portfolio.
THE FBF "STRUCTURED PRODUCTS AND DERIVATIVES" RESEARCH CHAIR
Information about the FBF "Structured Products and Derivatives" Research chair.
THE USE OF DERIVATIVES IN ASSET MANAGEMENT
This section presents EDHEC-Risk's research on the use of derivative instruments in asset management, which encompasses both the equity and fixed-income classes, and shows how derivatives can be used for active management of asset allocation decisions.