EDHEC Publications

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Conditional Correlations and Real Estate Investment Trusts

2008

James Chong, Joëlle Miffre, Simon Stevenson

Conditional Return Correlations between Commodity Futures and Traditional Assets

2008

James Chong, Joëlle Miffre

EDHEC European Investment Practices Survey 2008

2008

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

Empirical Properties of Straddle Returns

2008

Felix Goltz, Wan Ni Lai

Fees at Risk

2008

Bernhard Scherer

Prudence with Multiplicative Risk

2008

Octave Jokung

Overlay Hedging in a Fund of Funds

2008

David E. Kuenzi, Remy Chaudhuri, Zhihui Dong

Production-Based Asset Pricing in a Monetary Economy: Theory and Evidence

2008

Abraham Lioui, Patrice Poncet

Some Insiders Are Indeed Smart Investors

2008

Daniel Giamouridis, Manolis Liodakis, Andrew Moniz

EDHEC European Real Estate Investment and Risk Management Survey

2007

Frédéric Ducoulombier

Rating the Ratings: A Critical Analysis of Fund Rating Systems

2007

Noël Amenc, Véronique Le Sourd.

Hide-and-Seek in the Market : Placing and Detecting Hidden Orders

2007

Rudy De Winne, Catherine D’Hondt

Momentum Strategies in Commodity Futures Markets

2007

Joëlle Miffre, Georgios Rallis

Reactions to the EDHEC Study "Assessing the Quality of Stock Market Indices"

2007

Felix Goltz, Guang Feng

Three Early Lessons from the Subprime Lending Crisis: A French Answer to President Sarkozy

2007

Noël Amenc

A Comparison of Alternative Approaches for Determining the Downside Risk of Hedge Fund Strategies

2007

Daniel Giamouridis and Ioanna Ntoula

Hedge Fund Indices for the Purpose of UCITS: Answers to the CESR Issues Paper

2007

EDHEC-Risk

Revisiting the Limits of Hedge Fund Indices: a Comparative Approach

2007

Noël Amenc, Felix Goltz

Optimal Investment Decisions When Time Horizon is Uncertain

2007

Christophette Blanchet-Scalliet, Nicole El Karoui, Monique Jeanblanc, Lionel Martellini

Trading Strategies in the Current Commodity Market Environment

2007

Hilary Till

The Amaranth Collapse: What Happened and What Have We Learned Thus Far?

2007

Hilary Till

Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns

2007

Antonio Diez de los Rios, René Garcia

The Economic Consequences of Legal Origins

2007

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

How Do Performance Measures Perform?

2007

Georges Hübner

MiFID: the (in)famous European Directive?

2007

Catherine D'Hondt, Jean-René Giraud

Momentum Profits and Non-Normality Risks

2007

Ana-Maria Fuertes, Joëlle Miffre and Wooi-Hou Tan

Shedding Light on Alternative Beta : A Volatility and Fixed Income Asset Class Comparison

2007

David Kuenzi

Approximating Independent Loss Distributions with an Adjusted Binomial Distribution

2007

Dominic O'Kane

Equity Hedge Fund ABS Models: Choosing the Volatility Factor

2007

David E. Kuenzi, Xu Shi

New Developments in the Commodity Markets

2007

Hilary Till

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