Bond Portfolio Optimization EDHEC Risk Ostrum

Lionel Martellini, Director of EDHEC-Risk Institute discusses the key challenges involved in bond portfolio optimization and Nathalie Pistre, Head of Quantitative Research, Support and Development at Ostrum Asset Management follows up with discussions on how to introduce active views in the context of bond portfolio optimization.

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Founded in 1906 and operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 15 European business schools. Out of 14,000 establishments worldwide, EDHEC is one of just 89 business schools having the EQUIS, AACSB and AMBA Triple Crown Accreditation. Fully international and directly connected to the business world, EDHEC is a school for business, rather than a business school, where excellence in teaching and research focuses on innovation to stimulate entrepreneurship and creativity. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching philosophy, inspired by its award-winning research activities, focuses on “learning by doing”.

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