EDHEC Publications

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The Fair Value Controversy: Ignoring the Real Issue

2008

Lionel Escaffre, Philippe Foulquier, Philippe Touron

Transaction Cost Analysis A-Z: A Step towards Best Execution in the Post-MiFID Landscape

2008

Catherine D'Hondt, Jean-René Giraud

Towards The Design Of Better Equity Benchmarks: Rehabilitating The Tangency Portfolio From Modern Portfolio Theory

2008

Lionel Martellini

Reactions To An EDHEC Study On Asset-Liability Management Decisions In Private Wealth Management

2008

Noel Amenc, Felix Goltz, David Schroder

Index-Exciting CAViaR: A New Empirical Time-Varying Risk Model

2008

Frank J. Fabozzi, Sergio Focardi, Masao Fukushima, Dashan Huang, Zudi Lu, Baimin Yu

Amaranth Lessons Thus Far

2008

Hilary Till

The Oil Markets: Let the Data Speak for Itself

2008

Hilary Till

Long-Term Sources of Return in the Commodity Futures Markets: Evidence from the Grain Markets

2008

Hilary Till

Dependence Structure and Extreme Comovements in International Equity and Bond Markets with Portfolio Diversification Effects

2008

René Garcia, Georges Tsafack

EDHEC European ETF Survey 2008

2008

Noël Amenc, Felix Goltz, Adina Grigoriu, Véronique Le Sourd, Lionel Martellini

The Performance of Fundamentally Weighted Indices

2008

Noël Amenc, Felix Goltz, Véronique Le Sourd

The Pros and Cons of Passive Hedge Fund Replication

2008

Noël Amenc, David Schröder

How Costly Is Regulatory Short-Termism for Defined-Benefit Pension Funds?

2008

Lionel Martellini, Vincent Milhau

Timing Commodity Momentum

2008

Devraj Basu, Joëlle Miffre

The Benefits of Hedge Funds In Asset Liability Management

2008

Lionel Martellini, Véronique Le Sourd, Volker Ziemann

Static Allocation Decisions in the Presence of Portfolio Insurance

2008

Felix Goltz, Lionel Martellini, Koray D. Simsek

Transparency and Accountability

2008

Simeon Djankov, Rafael La Porta, Florencio Lopez-de-Silanes, Andrei Shleifer

Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals

2008

Ana-Maria Fuertes, Joëlle Miffre, Georgios Rallis

Low-Cost Momentum Strategies

2008

Xiafei Li, Chris Brooks, Joëlle Miffre

The Value Premium and Time-Varying Volatility

2008

Xiafei Li, Chris Brooks, Joëlle Miffre

Fundamental Differences? Comparing Alternative Index Weighting Mechanisms

2008

Noël Amenc, Felix Goltz, Véronique Le Sourd

The Divergence of Legal Procedures

2008

Aron Balas, Rafael La Porta, Florencio Lopez-de-Silanes, Andrei Shleifer

EDHEC Hedge Fund Reporting Survey 2008

2008

Felix Goltz, David Schröder

Oil Prices: the True Role of Speculation

2008

Noël Amenc, Benoît Maffei, Hilary Till

Banking: Why does regulation alone not suffice? Why must governments intervene?

2008

Samuel Sender

A Comparison Of Fundamentally Weighted Indices: Overview And Performance Analysis

2008

Noel Amenc, Felix Goltz, Veronique Le Sourd

Hedge Fund Analysis — Reading the Multi-Factor Tea Leaves

2008

David E. Kuenzi

QIS4: significant improvements, but the main risk for life insurance is not taken into account in the standard formula

2008

Samuel Sender

Hedge Fund Performance in 2007

2008

Véronique Le Sourd

Intelligent Commodity Investing: Opportunities and Challenges

2008

Hilary Till

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