EDHEC Publications

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An Update on the Debate over Commodity Futures Position Limits

2013

Hilary Till

The Local Volatility Factor For Asian Stock Markets

2013

Lixia Loh, LionelMartellini, Stoyan Stoyanov

Analysing and Decomposing the Sources of Added-Value of Corporate Bonds Within Institutional Investors' Portfolios

2013

Lionel Martellini, Vincent Milhau

Measuring infrastructure debt credit risk

2013

Frédéric Blanc-Brude, Omneia R.H. Ismail

Tail Risk Of Asian Markets: An Extreme Value Theory Approach

2013

Lixia Loh, Stoyan Stoyanov

Optimal Hedging With Higher Moments

2013

Chris Brooks, Aleš Cerný, Joëlle Miffre

Stock Return Serial Dependence and Out-of-Sample Portfolio Performance

2013

Victor DeMiguel, Francisco J. Nogales, Raman Uppal

The Trial-and-Error Development of the Chicago Futures Markets

2013

Hilary Till

Momentum Strategies in Futures Markets and Trend-Following Funds

2013

Akindynos-Nikolaos Balta, Robert Kosowski

Smart Beta 2.0

2013

Noel Amenc, Felix Goltz, Nikhil Shah

Investment Solutions For East Asia's Pension Savings

2013

Frédéric Blanc-Brude, François Cocquemas, Albena Georgieva

The Benefits of Sovereign, Municipal and Corporate Inflation-Linked Bonds in Long-Term Investment Decisions

2013

Romain Deguest, Lionel Martellini, Vincent Milhau

Returns-Based Analyses of Hedge Funds

2013

Hilary Till

Implicit Options in Hedge Fund Products

2013

Joseph Eagleeye, Hilary Till

Related Securities and Equity Market Quality: The Case of CDS

2013

Ekkehart Boehmer, Sudheer Chava, Heather E. Tooke

Short interest, returns, and fundamentals

2013

Ferhat Akbas, Ekkehart Boehmer, Bilal Erturk, Sorin Sorescu

The Relevance of Country- and Sector-specific Model-free Volatility Indicators

2013

Lixia Loh, Lionel Martellini, Stoyan Stoyanov

The EDHEC European ETF Survey 2012

2013

Noël Amenc, Felix Goltz, Nicolas Gonzalez, Nikhil Shah, Eric Shirbini, Nikolaos Tessaromatis

Who is Afraid of Construction Risk?

2013

Frédéric Blanc-Brude, Omneia R. H. Ismail

Hedging Versus Insurance: Long-Horizon Investing With Short-Term Constraints

2013

Romain Deguest, Lionel Martellini,Vincent Milhau

Taking Full Advantage of the Statistical Properties of Commodity Investments

2013

Hilary Till

An Analysis Of The Convergence Between Mainstream And Alternative Asset Management

2013

Juha Joenväärä, Robert Kosowski

Assessing the Quality of Asian Stock Market Indices

2013

Narasimhan Padmanaban, Masayoshi Mukai, Lin Tang, Véronique Le Sourd

Reactions to "A Review of Corporate Bond Indices: Construction Principles, Return Heterogeneity, and Fluctuations in Risk Exposures"

2013

Felix Goltz, Véronique Le Sourd, Masayoshi Mukai, Fahd Rachidy

Construction Risk in Infrastructure Project Finance

2013

Frederic Blanc-Brude, Dejan Makovsek

Towards Better Consideration of Pension Liabilities in European Union Countries

2013

François Cocquemas

Towards Efficient Benchmarks for Infrastructure Equity Investments

2013

Frédéric Blanc-Brude

Proposals for Better Management of Non-Financial Risks within the European Fund Management Industry

2012

Noël Amenc, Frédéric Ducoulombier

A Fully Integrated Liquidity Market Risk Model

2012

Attilio Meucci

Improving Risk Management in DC and Hybrid Pension Plans

2012

François Cocquemas

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