EDHEC Publications

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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

Revisiting Mutual Fund Performance Evaluation

2012

Timotheos Angelidis, Daniel Giamouridis, Nikolaos Tessaromatis

Reactions to the EDHEC Study “Optimal Design of Corporate Market Debt Programmes in the Presence of Interest-Rate and Inflation Risks”

2012

Noël Amenc, Felix Goltz, Vincent Milhau, Masayoshi Mukai

The Benefits of Volatility Derivatives in Equity Portfolio Management

2012

Renata Guobuzaite, Lionel Martellini

New 'Stylised facts' about Hedge Funds and Database Selection Bias

2012

Juha Joenväärä, Robert Kosowski, Pekka Tolonen

Revisiting Core-Satellite Investing - A Dynamic Model of Relative Risk Management

2012

Noël Amenc, Philippe Malaise, Lionel Martellini

EDHEC-Risk Asian Index Survey 2011

2012

Noel Amenc, Felix Goltz, Masayoshi Mukai, Padmanaban Narasimhan , Lin Tang

Stock Return Predictability of Cross-Market Deviations in Option Prices and Credit Default Swap Spreads

2012

Georgios Angelopoulos, Daniel Giamouridis, Georgios Nikolakakis

Inferring the Value of Intangible Assets

2012

Georgios Angelopoulos, Daniel Giamouridis, Orestes Vlismas

Optimal Market Estimates of French Office Property Performance

2012

Pierre Schoeffler

Why Does an Equal-Weighted Portfolio Outperform Value- and Price-Weighted Portfolios?

2012

Yuliya Plyakha, Raman Uppal, Grigory Vilkov

Performance of Socially Responsible Investment Funds against an Efficient SRI Index: The Impact of Benchmark Choice when Evaluating Active Managers - An Update

2012

Véronique Le Sourd

What Asset-Liability Management Strategy For Sovereign Wealth Funds?

2012

Frédéric Ducoulombier , Lixia Loh , Stoyan Stoyanov

The EDHEC European ETF Survey 2011

2012

Felix Goltz, Lin Tang

Shifting Towards Hybrid Pension Systems: A European Perspective

2012

Samuel Sender

Commodity Futures Returns and Idiosyncratic Volatility

2012

Joëlle Miffre, Ana-Maria Fuertes, Adrian Fernandez-Perez

Pension Fund Investment in Social Infrastructure: Insights from the 2012 reform of the private finance initiative in the United Kingdom

2012

Frédéric Blanc-Brude

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