EDHEC-Risk Alternative weighting schemes: conditions for optimality
Felix Goltz, Head of Applied Research, EDHEC-Risk Institute and Director of Research & Development, EDHEC-Risk Indices & Benchmarks Lionel Martellini, Professor of Finance, EDHEC Business School, Scientific Director, EDHEC-Risk Institute, and Scientific Advisor, EDHEC-Risk Indices & Benchmarks
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IPE covers a good variety of very current and relevant topics. It is good to read the high-level, independent and objective perspectives from pension funds in other European countries; many of them are dealing with the same issues as we are, so it is interesting to learn from their experiences, especially when they are ahead of where we are on the curve.
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