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LONG-TERM ASSET ALLOCATION

Program type Initiative de recherche
Foundations ief
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

Contact:
François François
fdezorme@europlace-finance.com
Scientific directors
François Dezorme
François Dezorme
Economic partners
CNP Assurances
Caisse des Dépôts