EDHEC Publications

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Factor Investing in Liability-Driven and Goal-Based Investment Solutions

2020

Lionel Martellini, Vincent Milhau

Commodity Trading Strategies: Examples, Mistakes, and Famous Debacles

2020

Hilary Till, Joseph Eagleeye

The EDHEC European ETF, Smart Beta and Factor Investing Survey 2019

2019

Veronique Le Sourd, Lionel Martellini

A Financially Justifiable and Practically Implementable Approach to Coherent Stress Testing

2019

Riccardo Rebonato

Factor Investing in Fixed-Income – Defining and Exploiting Value in Sovereign Bond Markets

2019

Jean-Michel Maeso, Lionel Martellini, Riccardo Rebonato

Factor Investing in Fixed-Income - Cross-Sectional and Time-Series Momentum in Sovereign Bond Markets

2019

Jean-Michel Maeso, Lionel Martellini, Riccardo Rebonato

Assets’ Correlation Implications for Portfolio Insurance Strategies Performance

2019

Daniel Mantilla-Garcia, Enrique ter Horst, German Molina, Emilien Audeguil

Factor Investing in Sovereign Bond Markets – A Time-Series Perspective

2019

Jean-Michel Maeso, Lionel Martellini, Riccardo Rebonato

Weathering the Storm in Commodity Risk Premia Strategies

2019

Hilary Till

An Update on Weather Fear Premia Trades

2018

Hilary Till

EDHEC European ETF and Smart Beta and Factor Investing Survey 2018

2018

Felix Goltz, Véronique Le Sourd

Gamma Trading Skills in Hedge Funds

2018

Boris Fays, Georges Hübner, Marie Lambert

Introducing “Flexicure” Goal-Based Investing Retirement Solutions

2018

Lionel Martellini, Vincent Milhau, John Mulvey

Applying Goal-Based Investing Principles to the Retirement Problem - Executive Summary

2018

Kevin Giron , Lionel Martellini , Vincent Milhau , John Mulvey , Anil Suri

Maximising the Volatility Return: A Risk-Based Strategy for Homogeneous Groups of Assets

2018

Daniel Mantilla

Applying Goal-Based Investing Principles to the Retirement Problem

2018

Kevin Giron, Lionel Martellini, Vincent Milhau, John Mulvey, Anil Suri

Are You Rich Enough for A (Single) Family Office

2018

Bernd Scherer

Inferring Petroleum-Complex Fundamentals

2018

Hilary Till , Joseph Eagleeye

Construction Rules of Retirement Goal-Based Investing Indices

2018

Vincent Milhau

Construction Rules of Retirement Goal Price Indices

2018

Vincent Milhau

Smart Beta And Beyond: Maximising The Benefits Of Factor Investing

2018

Lionel Martellini, Vincent Milhau

Smart Equity Investing: Implementing Risk Optimisation Techniques on Strategic Beta Portfolios

2018

Boris Fays, Marie Lambert, Nicolas Papageorgiou

Factor-Based Commodity Investing

2018

Athanasios Sakkas, Nikolaos Tessaromatis

EDHEC Survey On Equity Factor Investing

2017

Noël Amenc, Felix Goltz, Véronique Le Sourd

Maximising an Equity Portfolio Excess Growth Rate: A New Form of Smart Beta Strategy?

2017

Jean-Michel Maeso, Lionel Martellini

Predicting Risk Premia for Treasury Bonds: The ERI Risk Premium Monitor

2017

Riccardo Rebonato

The ERI Stress Testing Tool: A Coherent Approach to Stress Testing

2017

Riccardo Rebonato

Factoring Characteristics into Returns: A Clinical Approach to Fama-French Portfolio Decomposition

2017

Boris Fays, Georges Hübner, Marie Lambert

The EDHEC European ETF And Smart Beta Survey 2016

2017

Noël Amenc, Felix Goltz, Véronique Le Sourd

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