EDHEC Publications

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The Law and Economics of Self-Dealing

2006

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

Cash Equity Transaction Cost Analysis: State of the art … and beyond

2006

Jean-René Giraud, Catherine d’Hondt

La problématique du taux d’actualisation des concessionnaires d’autoroutes : le cas des ASF

2006

Noël Amenc, Philippe Foulquier

Determinants of Funds of Hedge Funds' Performance

2006

Noël Amenc and Mathieu Vaissié.

Country-Specific ETFs: An Efficient Approach to Global Asset Allocation

2006

Joëlle Miffre

Disorderly exits from crowded trades? - On the systemic risks of hedge funds, A reply to the ECB's statement on hedge funds

2006

EDHEC-Risk

The Risks of Commodity Investing

2006

Hilary Till and Joseph Eagleeye

Separating the Wheat from the Chaff: Backwardation as the Long-Term Driver of Commodity Futures Performance; Evidence from Soy, Corn and Wheat Futures from 1950 to 2004

2006

Barry Feldman, Hilary Till

Managing Pension Assets: From Surplus Optimization To Liability-Driven Investment

2006

Lionel Martellini

Measuring Risk-Adjusted Returns in Alternative Investments

2006

Hilary Till

The Risk Considerations Unique to Hedge Funds

2006

Hilary Till

Structural Sources of Return and Risk in Commodity Futures Investments

2006

Hilary Till

EDHEC European Alternative Diversification Practices Survey

2006

Noël Amenc, Walter Géhin, Jean-René Giraud, Lionel Martellini, Mathieu Vaissié

A Long-Term Perspective on Commodity Futures Returns

2006

Hilary Till

The EDHEC European ETF Survey 2006

2006

Noël Amenc, Jean-René Giraud, Felix Goltz, Véronique Le Sourd, Lionel Martellini, Xiaoyan Ma

EDHEC Comments on the Amaranth Case: Early Lessons from the Debacle

2006

Hilary Till

A Review of the Differences between Traditional Investment Programs and Absolute-Return Strategies

2006

Hilary Till and Joseph Eagleeye

Response to the "Statement of the Financial Economists Roundtable on Hedge Funds"

2006

Noël Amenc, Mathieu Vaissié

Comparative Analysis of Hedge Fund Returns

2006

Daniel Capocci

Commodities – Active Strategies for Enhanced Return

2005

Hilary Till, Joseph Eagleeye

Investing in Hedge Funds: Adding Value through Active Style Allocation Decisions

2005

Lionel Martellini, Mathieu Vaissié, Volker Ziemann

Edhec Funds of Hedge Funds Reporting Survey

2005

Noël Amenc, Philippe Malaise, Mathieu Vaissié

Dynamic Portfolio Choice with Parameter Uncertainty and the Economic Value of Analysts’ Recommendations

2005

Jakša Cvitanic, Ali Lazrak, Lionel Martellini, Fernando Zapatero.

Structured Forms of Investment Strategies in Institutional Investors’ Portfolios

2005

Lionel Martellini, Koray Simsek, Felix Goltz

Is there a gain to explicitly modelling extremes? A risk management analysis

2005

Jean-Christophe Meyfredi

The Right Place for Alternative Betas in Hedge Fund Performance: An Answer to the Capacity Effect Fantasy

2005

Walter Géhin, Mathieu Vaissié

Mitigating Hedge Funds’ Operational Risks: Benefits and limitations of managed account platforms

2005

Jean-René Giraud

Neutrality of Market Neutral Funds

2005

Daniel Capocci

Natural Resources Fund-of-Funds : Active Management, Risk Management, and Due Diligence

2005

Rian Akey, Hilary Till, Aleks Kins.

Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach

2005

Walter Briec, Kristiaan Kersten, Octave Jokung

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