EDHEC Publications

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An Analysis of Hedge Fund Performance Using Loess Fit Regression

2002

Laurent Favre, José-Antonio Galeano

Risk Management Lessons in Leveraged Commodity Futures Trading

2002

Hilary Till

An Integrated Framework for Style Analysis and Performance Measurement

2002

Noël Amenc, Daphne Sfeir, Lionel Martellini

The Cross-Section of Expected Stock Returns at the Paris Stock Exchange

2002

Eric Molay

Rebalancing Strategies for Long-Term Investors

2002

John M. Mulvey, Koray D. Simsek

It's Time for Asset Allocation

2001

Noël Amenc, Lionel Martellini

Measure for Measure

2001

Hilary Till

Life at Sharpe's End

2001

Hilary Till

Derivatives in Portfolio Management: Why Beating the Market is Easy

2000

François-Serge Lhabitant

Commodity Scarcity and the GSCI Futures Curve

2000

Hilary Till

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