Research programmes

EDHEC-Risk Institute’s seven research programmes explore interrelated aspects of investment solutions to advance the frontiers of knowledge and foster industry innovation. These programmes correspond to a long-term investment on the part of the Institute and they are designed with the support of EDHEC-Risk Institute’s International Advisory Board. They host research chairs and strategic research projects that are supported by the industry.

 

All publications

Gamma Trading Skills in Hedge Funds

2018

Boris Fays, Georges Hübner, Marie Lambert

Introducing “Flexicure” Goal-Based Investing Retirement Solutions

2018

Lionel Martellini, Vincent Milhau, John Mulvey

Applying Goal-Based Investing Principles to the Retirement Problem - Executive Summary

2018

Kevin Giron , Lionel Martellini , Vincent Milhau , John Mulvey , Anil Suri

Applying Goal-Based Investing Principles to the Retirement Problem

2018

Kevin Giron, Lionel Martellini, Vincent Milhau, John Mulvey, Anil Suri

Inferring Petroleum-Complex Fundamentals

2018

Hilary Till , Joseph Eagleeye

Factor-Based Commodity Investing

2018

Athanasios Sakkas, Nikolaos Tessaromatis

EDHEC Survey On Equity Factor Investing

2017

Noël Amenc, Felix Goltz, Véronique Le Sourd

The EDHEC European ETF And Smart Beta Survey 2016

2017

Noël Amenc, Felix Goltz, Véronique Le Sourd

A Note on the Valuation of Asset Management Firms

2017

Juha Joenväärä, Bernd Scherer

Smart Beta Replication Costs

2017

Mikheil Esakia, Felix Goltz, Sivagaminathan Sivasubramanian, Jakub Ulahel

Measuring Volatility Pumping Benefits in Equity Markets

2017

Jean-Michel Maeso, Lionel Martellini

Multi-Dimensional Risk And Performance Analysis For Equity Portfolios

2016

Kevin Giron, Lionel Martellini, Vincent Milhau

Hedge Fund Styles And Macroeconomic Uncertainty

2016

Marie Lambert, Federico Platania

Investor Perceptions About Smart Beta ETFs

2016

Noël Amenc, Felix Goltz, Véronique Le Sourd

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