EDHEC Publications

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Improved Estimates of Higher-Order Comoments and Implications for Portfolio Selection

2010

Lionel Martellini, Volker Ziemann

Efficient Indexation: An Alternative To Cap-Weighted Indices

2010

Noël Amenc, Felix Goltz, Lionel Martellini, Patrice Retkowsky

Has There Been Excessive Speculation in the US Oil Futures Markets? - What Can We (Carefully) Conclude from New CFTC Data?

2009

Hilary Till

Fairness in Trading — A Microeconomic Interpretation

2009

Stephen Satchell, Bernhard Scherer

An Alternative Route to Performance Hypothesis Testing

2009

Bernhard Scherer

A Note On Portfolio Choice For Sovereign Wealth Funds

2009

Bernhard Scherer

Real Estate Indexing and the EDHEC IEIF Commercial Property (France) Index

2009

EDHEC-Risk

Portfolio Choice For Oil-Based Sovereign Wealth Funds

2009

Bernhard Scherer

Reactions To An EDHEC Study On The Impact Of Regulatory Constraints On The ALM Of Pension Funds

2009

Samuel Sender

IAS 19: Penalising changes ahead

2009

Samuel Sender

A Welcome European Commission Consultation on the UCITS Depositary Function, a Hastily Considered Proposal

2009

Noël Amenc, Samuel Sender

Asset-Liability Management In Private Wealth Management

2009

Noel Amenc, Lionel Martellini, Vincent Milhau, Volker Ziemann

Regulating Private Financial Institutions: How to Kill the Goose That Laid the Golden Eggs

2009

François-Serge Lhabitant

Macroeconomic Risk Management For Oil Stabilization Funds In GCC Countries

2009

Bernhard Scherer

Madoff: A Riot of Red Flags

2009

Greg N. Gregoriou, François-Serge Lhabitant

Shackling Short Sellers: The 2008 Shorting Ban

2009

Ekkehart Boehmer, Charles M. Jones, Xiaoyan Zhang

Optimal Interest Rate Smoothing under Model Ambiguity

2009

Abraham Lioui, Patrice Poncet

Performance of Passive Hedge Fund Replication Strategies

2009

Noël Amenc, Lionel Martellini, Jean-Christophe Meyfredi, Volker Ziemann

Solvency II: An Internal Opportunity to Manage the Performance of Insurance Companies

2009

Philippe Foulquier

MiFID: One Year On

2009

Jean René Giraud

The Survival of Exchange-Listed Hedge Funds

2009

Greg N. Gregoriou, François-Serge Lhabitant, Fabrice Douglas Rouah

The EDHEC European ETF Survey 2009

2009

Noël Amenc, Felix Goltz, Adina Grigoriu, David Schröder

Measuring The Benefits Of Dynamic Asset Allocation Strategies In The Presence Of Liability Constraints

2009

Lionel Martellini, Vincent Milhau

The Undesirable Effects of Banning Short Sales

2009

Abraham Lioui

The European Pension Fund Industry Again Beset By Deficits

2009

Samuel Sender

Forecasting changes in equity risk premia of international markets: An error correction approach

2009

Juliana Caicedo-Llano, Thomas Dionysopoulos

The Impact of Regulations on the ALM of European Pension Funds

2009

Noël Amenc, Lionel Martellini, Samuel Sender

Hedge Fund Performance in 2008

2009

Véronique Le Sourd

The Basel II Reform That Would Have Made Most Injections of Public Funds Unnecessary

2009

Noël Amenc, Samuel Sender

A Long Road Ahead for Portfolio Construction: Practitioners' Views of an EDHEC Survey

2009

Felix Goltz

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