EDHEC Publications

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Portfolio Risk Measurement in Commodity Futures Investments

2005

Hilary Till

Survey of Recent Hedge Fund Articles

2005

Hilary Till, Jodie Gunzberg

Challenges in Commodities Risk Management

2005

Hilary Till, Joseph Eagleeye

Hedge fund industry: is there a capacity effect?

2005

Rudy Sillam

Absolute Returns in Commodity (Natural Resource) Futures Investments

2005

Hilary Till, Jodie Gunzberg

Pricing Traditional versus Alternative Asset Management Services

2005

François-Serge Lhabitant

From Delivering to the Packaging of Alpha

2005

Noël Amenc, Philippe Malaise, Lionel Martellini

Hedge Funds from the Institutional Investor’s Perspective

2005

Noël Amenc, Lionel Martellini, Felix Goltz

Static Mean-Variance Analysis with Uncertain Time Horizon

2005

Lionel Martellini, Branko Uroševic

Hedge Fund Strategy Benchmarks: Tricks of the Light or Lighthouses?

2005

Walter Géhin, Mathieu Vaissié

Exploiting Predictability in the Time-Varying Shape of the Term Structure of Interest Rates

2005

Frank J. Fabozzi, Lionel Martellini, Philippe Priaulet

Hedge Fund Indices from an Academic Perspective: Reconciling Investability and Representativity

2004

Lionel Martellini, Mathieu Vaissié, Felix Goltz

History of the Risk Concept and Risk Modeling

2004

Jean-Christophe Meyfredi

The Benefits and Costs of Illiquidity

2004

Hilary Till

In Search of Quality Benchmarks for Hedge Fund Strategies

2004

Mathieu Vaissié

Using Index Options to Improve the Performance of Dynamic Asset Allocation Strategies

2004

Noël Amenc, Philippe Malaise, Lionel Martellini, Daphné Sfeir

The Fund of Hedge Fund Reporting Puzzle: Reconciling Investors’ Expectations and Fund Managers’ Constraints

2004

Noël Amenc, Philippe Malaise, Mathieu Vaissié

On the Role of Hedge Funds in Institutional Portfolios

2004

Hilary Till

The Benefits of Bond ETFs for Institutional Investors - The Natural Vehicle for a Core-Satellite Approach

2004

Noël Amenc, Philippe Malaise, Lionel Martellini, Jean-René Giraud

Be Active with your Bond Trackers

2004

Noël Amenc, Jean-René Giraud, Philippe Malaise, Lionel Martellini

Hedge Fund Indices: Investable, Non-Investable and Strategy Benchmarks

2004

Mathieu Vaissié, Walter Géhin

A Survey of the Literature on Hedge Fund Performance

2004

Walter Géhin

Taking a Close Look at the European Fund of Hedge Funds Industry- Comparing and Contrasting Industry Best Practices and Academic Recommendations

2004

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

Dynamic Asset Pricing Theory with Uncertain Time-Horizon

2004

Christophette Blanchet-Scalliet, Nicole El Karoui, Lionel Martellini

The Capacity Implications of the Search for Alpha

2004

Hilary Till

Finding the Sweet Spot of Hedge Fund Diversification

2004

François-Serge Lhabitant, Michelle Learned De Piante Vicin

Hedge Funds Investing: A Quantitative Look Inside the Black Box

2004

François-Serge Lhabitant

A Detailed Analysis of the Construction Methods and Management Principles of Hedge Fund Indices

2003

Mathieu Vaissié

Edhec European Asset Management Practices Survey

2003

Noël Amenc, Anne Delaunay, Jean-René Giraud, Felix Goltz, Lionel Martellini

Edhec European Alternative Multimanagement Practices Survey

2003

Noël Amenc, Anne Delaunay, Jean-René Giraud, Felix Goltz, Lionel Martellini, Mathieu Vaissié

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