Promote, share and disseminate research in economics and finance


Program type Initiative de recherche
Foundations ief
Transition Financière
Creation 20-03-2015
End / Next renewal 20-09-2018
Scientific project:

The “Long-Term Asset Allocation” research initiative addresses, for an asset-liability manager, the extension of Bayesian and panel methods with the problem of integrating liabilities. The modelling of liabilities is a topic that has been little addressed in the financial literature and calls for appropriate new techniques

François François
Scientific directors
François Dezorme
François Dezorme
Economic partners
CNP Assurances
Caisse des Dépôts