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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

Factor Investing in Fixed-Income – Defining and Exploiting Value in Sovereign Bond Markets

2019

Jean-Michel Maeso, Lionel Martellini, Riccardo Rebonato

Assets’ Correlation Implications for Portfolio Insurance Strategies Performance

2019

Daniel Mantilla-Garcia, Enrique ter Horst, German Molina, Emilien Audeguil

Factor Investing in Sovereign Bond Markets – A Time-Series Perspective

2019

Jean-Michel Maeso, Lionel Martellini, Riccardo Rebonato

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

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