While many moan about the EU’s AIFMD and other rules, one fund of hedge funds leader is optimistic the regulations will stimulate activity in Europe and bring assets back to the industry
Filippo Della Casa and Michele Gaffo propose a new framework to run portfolio optimisation for life insurance business, by exporting the replicating portfolio technique from risk management to investment management. In particular, they develop a new...
Sponsored feature: Northern Trust
Sponsored feature: RBS