Thibaut Caliman

Louvain School of Management (UCL)

Belgium

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Scholarly Papers (1)

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Determining an Optimal Multiplier in Dynamic Core-Satellite Strategies

Journal of Asset Management, Vol. 14(4), 2013
Number of pages: 25 Posted: 25 Jan 2016
Thibaut Caliman, Catherine D'Hondt and Mikael Petitjean
Louvain School of Management (UCL), UCLouvain, Louvain School of Management - Louvain Finance and Catholic University of Lille - IÉSEG School of Management, Lille Campus
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Abstract:

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Dynamic, core, satellite, multiplier, downside risk, protection