Risk control through dynamic core-satellite portfolios of ETFs: Applications to absolute return funds and tactical asset allocation
N Amenc, F Goltz, A Grigoriu - The Journal of Alternative …, 2010 - search.proquest.com
Asset managers generally focus on diversification or returns prediction to create added
value in portfolios of exchange-traded funds (ETFs). This article draws on dynamic risk-budgeting …
value in portfolios of exchange-traded funds (ETFs). This article draws on dynamic risk-budgeting …
Constructing Absolute Return Funds with ETFs
N Amenc, F Goltz, A Grigoriu - The Journal of Beta Investment …, 2008 - pm-research.com
This article develops an application of ETFs to the management of an absolute return fund.
The use of dynamic core-satellite portfolio management makes it possible to construct …
The use of dynamic core-satellite portfolio management makes it possible to construct …
DARM and DALM, Generalized Portfolio Insurance for Asset Only and Asset Liability Approaches
A Grigoriu - Generalized Portfolio Insurance for Asset Only and …, 2015 - papers.ssrn.com
The literature around portfolio insurance is quite prolific. From the CPPI to the TIPP, the TPPI
and the Dynamic Core Satellite, research has been done in different directions, to solve the …
and the Dynamic Core Satellite, research has been done in different directions, to solve the …
[PDF][PDF] Hedge fund transparency: where do we stand?
F Goltz, D Schröder - Journal of Alternative Investments, 2010 - Citeseer
This study presents the results of a comprehensive survey of hedge fund managers and
investors on current hedge fund reporting practices. We find that the quality of hedge fund …
investors on current hedge fund reporting practices. We find that the quality of hedge fund …
[CITATION][C] Acharya, Viral/Pedersen, Lasse Heje, Asset pricing with liquidity risk, 77 Journal of Financial Economics 375-410 (2005). Adrian, Tobias/Begalle, Brian …
…, F Ducoulombier, N Amenc, L Tang, A Grigoriu… - The Journal of Portfolio …, 2004
[PDF][PDF] Constructing Absolute Return Funds with ETFs: A Dynamic Risk-Budgeting Approach
E Risk - 2008 - Citeseer
This article develops an application of ETFs to the management of an absolute return fund.
The use of dynamic core-satellite portfolio management makes it possible to construct …
The use of dynamic core-satellite portfolio management makes it possible to construct …
[CITATION][C] Prise en compte de l'hétérogénéité des individus dans le modèle de Lee-Carter
C Boureau - 2014 - Active Asset Allocation, 4 rue Dante …
[HTML][HTML] Management of hyperthyroidism in pregnancy
C Grigoriu, C Cezar, M Grigoras… - Journal of medicine …, 2008 - ncbi.nlm.nih.gov
Maternal hypertiroidism is a relative rare disorder, which can seriously complicate pregnancy
in each of its periods. There are several maternal and fetal complications during pregnancy…
in each of its periods. There are several maternal and fetal complications during pregnancy…
[HTML][HTML] De la hiperplazia limfoidă benignă a bazei limbii la hipotiroidism iatrogenic şi osteoporoză severă de menopauză
Introduction. The histological aspects described in benign lymphoid hyperplasia (BLH) are
rarely found at the level of head and neck. The prognosis is usually good but, for oncologic …
rarely found at the level of head and neck. The prognosis is usually good but, for oncologic …
[PDF][PDF] TEZĂ DE DOCTORAT
ILGAC Grigoriu - 2012 - researchgate.net
In systems with multiple parallel machines, the situation that these are not continuously
available is often encountered. For example maintenance must be performed at certain …
available is often encountered. For example maintenance must be performed at certain …