Academic Publications

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The Benefits of Hedge Funds in Asset Liability Management

Author(s) :
Lionel Martellini, Véronique Le Sourd, Volker Ziemann
Bankers, Markets & Investors, N.97 - November - December 2008 This paper examines the benefits of including hedge funds for investors facing...

MiFID Pre-Trade Transparency Rules: An Investor's Perspective

Author(s) :
Catherine D'Hondt, Jean-René Giraud
The Journal of Trading Spring 2008, 3 (2) 8 - 17 In this article, EDHEC emphasises an important issue that is probably not the expected outcome of...

Improving investment performance for pension plans

Author(s) :
John M Mulvey, Koray D. Simsek, Zhuojuan Zhang
Journal of Asset Management Volume 7, pages 93–108, (2006) Over the past half-decade, pension plans in the US have seen their ample...

Modernizing the Defined-Benefit Pension System

Author(s) :
John M. Mulvey, Frank J. Fabozzi, William R. Pauling, Koray D. Simsek, Zhuojuan Zhang
The Journal of Portfolio Management Winter 2005, 31 (2) 73 - 82 The defined–benefit pension system may not survive into the future absent changes...

Challenges Arising from Alternative Investment Management

Author(s) :
Noël Amenc, François Haas, Mathieu Vaissié
Banque de France Finance Stability Review November 2003 Over the past few years the alternative investment industry has developed...

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