EDHEC Publications

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An Integrated Approach To Asset-Liability Management: Capital Structure Choices, Pension Fund Allocation Decisions And The Rational Pricing Of Liability Streams

2010

Vincent Milhau, Lionel Martellini

EDHEC-Risk European Private Wealth Management Survey

2010

Noel Amenc, Sergio Focardi, Felix Goltz, David Schroder, Lin Tang

Does Finance Theory Make the Case for Capitalisation- Weighted Indexing?

2010

Felix Goltz, Véronique Le Sourd

Asset-Liability Management Decisions For Sovereign Wealth Funds

2010

Lionel Martellini, Vincent Milhau

Risk Reduction in Style Rotation

2010

Rodrigo Dupleich, Daniel Giamouridis, Chris Montagu

A Suggestion for Remedying the Overstated Performance of Non-Investable Hedge Fund Indices

2010

EDHEC-Risk

Alternative Measurement Bases in Pension Accounting: A Simulation Analysis

2010

Paul Klumpes

From Deterministic To Stochastic Life-Cycle Investing: Implications For The Design Of Improved Forms Of Target Date Funds

2010

Lionel Martellini, Vincent Milhau

New Frontiers In Benchmarking And Liability-Driven Investing

2010

Noel Amenc, Lionel Martellini, Felix Goltz, Vincent Milhau

Optimal Hedge Fund Allocation with Improved Estimates for Coskewness and Cokurtosis Parameters

2010

Asmerilda Hitaj, Lionel Martellini, Giovanni Zambruno

Do Funds of Hedge Funds Really Add Value: A Post-Crisis Analysis

2010

Serge Darolles, Mathieu Vaissié

The Performance of Socially Responsible Investment and Sustainable Development in France: An Update after the Financial Crisis

2010

Noël Amenc, Véronique Le Sourd

Banking on Liquidity: Liquidity, Collateral and Derivatives

2010

Con Keating, Barry Marshall

A Portfolio Approach to Venture Capital Financing

2010

Pascal François, Georges Hübner

A New Look At Minimum Variance Investing

2010

Bernd Scherer

The Sophisticated and the Simple: The Profitability of Contrarian Strategies from a Portfolio Manager's Perspective

2010

Daniel Giamouridis, Chris Montagu

Strategic and Tactical Roles of Enhanced-Commodity Indices

2010

Ana-Maria Fuertes, Joëlle Miffre, Georgio Rallis

French Corporate Social Responsibility: Which Dimension Pays More?

2010

Laetitia Drusch, Abraham Lioui

EDHEC Survey Of The Asset And Liability Management Practices Of European Pension Funds

2010

Samuel Sender

The EDHEC European ETF Survey 2010

2010

Felix Goltz, Adina Grigoriu, Lin Tang

Option Pricing and Hedging in the Presence of Cross-Hedge Risk

2010

Lionel Martellini, Vincent Milhau

A Moment Expansion of Downside Risk Measures

2010

Stoyan V. Stoyanov

Short Selling and the Price Discovery Process

2010

Ekkehart Boehmer, Julie Wu

The Time-Varying Liquidity Risk of Value and Growth Stocks

2010

Ferhat Akbas, Ekkehart Boehmer, Egemen Genc, Ralitsa Petkova

Spillover Effects of Counter-cyclical Market Regulation: Evidence from the 2008 Ban on Short Sales

2010

Abraham Lioui

Adoption of Green Investing by Institutional Investors: A European Survey

2010

Noël Amenc, Felix Goltz, Lin Tang

On the Suitability of the Calibration of Private Equity Risk in the Solvency II Standard Formula

2010

Liliana Arias, Mohamed El Hedi Arouri, Philippe Foulquier, Stéphane Gregoir

Nonmyopic Optimal Portfolios in Viable Markets

2010

Jakša Cvitanic, Semyon Malamud

Risk Control through Dynamic Core-Satellite Portfolios of ETFs: Applications to Absolute Return Funds and Tactical Asset Allocation

2010

Noël Amenc, Felix Goltz, Adina Grigoriu

Are Hedge-Fund UCITS the Cure-All?

2010

Noël Amenc, Samuel Sender

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