EDHEC-Risk Institute is proud to announce that the Institute for Quantitative Investment Research (Inquire) Europe has awarded its First Prize for 2009/2010 to Professor Lionel Martellini, Scientific Director of EDHEC-Risk Institute, for research presented at the Inquire Autumn Seminar 2009 in Madrid, and developed in conjunction with Vincent Milhau, Research Engineer with EDHEC-Risk Institute. The presentation was cited by Inquire as being "truly outstanding and deserving this recognition."
The winning presentation - entitled "Dynamic Allocation Decisions in the Presence of Funding Ratio Constraints" - can be viewed by clicking here.
This presentation was drawn from the BNP Paribas Investment Partners research chair at EDHEC-Risk Institute on "Asset-Liability Management and Institutional Investment Management". This research chair has given rise to an initial research paper, entitled "Measuring the Benefits of Dynamic Asset Allocation Strategies in the Presence of Liability Constraints".