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Publications

26 January 2015

Expanding the benchmarked equity portfolio management paradigm

Author : H. Bahaji, S. Ridon, E. Bourdeix

This paper proposes an alternative approach to benchmark-driven equity portfolio management. 

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05 February 2014

Equity Portfolio Insurance Against a Benchmark: Setting, Replication and Optimality

Author : Hamza Bahaji

This paper undertakes the issue of portfolio insurance from the perspective of a risk-averse agent requiring his financial wealth to grow at a floored rate in excess of an equity benchmark.

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