Academic Publications

Unbundling common style exposures, time variance and style timing of hedge fund beta

Author(s) :

Rodrigo Dupleich, Daniel Giamouridis, Spyros Mesomeris, Nima Noorizadeh

Journal of Asset Management Volume 11, pages 19–30, (2010) This article is concerned with the systematic exposures of equity hedge fund...

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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About EDHEC

Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the world’s top 15 business schools. Fully international and directly connected to the business world, EDHEC commands a strong reputation for research excellence and the ability to train entrepreneurs and managers capable of breaking new ground. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching is inspired by its research work and a focus on “learning by doing”, all with the aim of equipping people with the skills to succeed in business.

About EDHEC Climate Institute

Reflecting EDHEC Business School’s strategic commitment to sustainability and climate finance, the EDHEC-Risk Climate Impact Institute has evolved into the EDHEC Climate Institute (ECI), consolidating the School’s expertise in climate-related financial research and decision-making. ECI’s mission is to support private and public decision-makers in managing climate-related financial risks and leveraging financial tools to transition to a low-emission, climate-resilient economy. The Institute strengthens its recognised expertise in physical and transition risks, with a particular focus on supply chain emissions (Scope 3), consumer choices, and emerging technologies, while continuing to serve as a leading academic reference for long-term investors.