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Asset Allocation & Derivative Instruments

The FBF "Structured Products and Derivatives" Research Chair

The Fédération Bancaire Française (FBF) "Structured Products and Derivatives" Research Chair is under the scientific responsibility of Lionel Martellini, Scientific Director of EDHEC-Risk Institute.

The objective of the FBF Structured Products and Derivatives Research Chair is to examine structured products with regard to clients' specific requirements.

The research chair will focus on three research projects:

  • The optimal design of structured products.

  • Structured products and derivatives in active/passive management.

  • Structured products and derivatives on underlying instruments that are illiquid or lack liquidity.

The FBF (French Banking Federation) will support the research chair over a five year period. This research chair, which was awarded to EDHEC-Risk Institute, was one of five high-level research chairs in the field of corporate and investment banking offered by the FBF to increase the competitiveness of the French financial market.


The research output from the FBF Structured Products and Derivatives Research Chair will be published in this section in due course.