EDHEC Publications

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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

Comparing First, Second and Third Generation Commodity Indices

2012

Joëlle Miffre

The Risks of Volatility ETNs: A Recent Incident and Underlying Issues

2012

Felix Goltz, Stoyan Stoyanov

Who Sank the Boat? Response to the Finance Watch paper "Investing Not Betting"

2012

Hilary Till

The Impact of Solvency II on Bond Management

2012

Liliana Arias, Philippe Foulquier, Alexandre Le Maistre

Long-Term Investing Strategies In Private Wealth Management

2012

Noël Amenc, Romain Deguest, Lionel Martellini, Vincent Milhau

Robust Assessment of Hedge Fund Performance through Nonparametric Discounting

2012

Caio Almeida, René Garcia

Seeing through the Smoke Screen of Fundamental Indexers: What are the Issues with Alternative Equity Index Strategies?

2012

Noël Amenc, Felix Goltz, Shuyang Ye

EDHEC-Risk North American Index Survey 2011

2012

Noel Amenc, Felix Goltz, Lin Tang, Vijay Vaidyanathan

Improving Time-Series Momentum Strategies: The Role of Trading Signals and Volatility Estimators

2012

Akindynos-Nikolaos Balta, Robert Kosowski

Executive Stock Options as a Screening Mechanism

2012

Abel Cadenillas, Jakša Cvitanic, Fernando Zapatero

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