Coeur Défense Tour B - La Défense 4
100 Esplanade du Général de Gaulle
PARIS, Paris La Défense Cedex 92932
AXA Investment Managers
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variance swap, volatility risk premium, higher moments, portfolio choice, Value at Risk
Investment strategy, Portfolio choice, Conditional Value-at-Risk, Implied volatility, Hedging
inflation hedge, pension finance, shortfall risk, portfolio optimisation
pension funds, active management, investment policy
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