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

Factoring Characteristics into Returns: A Clinical Approach to Fama-French Portfolio Decomposition

Download document

2018

Boris Fays, Georges Hübner, Marie Lambert

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

Download document

2018

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

Maximising the Volatility Return: A Risk-Based Strategy for Homogeneous Groups of Assets

Download document

2018

Daniel Mantilla

Applying Goal-Based Investing Principles to the Retirement Problem

Download document

2018

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

Are You Rich Enough for A (Single) Family Office

Download document

2018

Bernd Scherer

Smart Beta And Beyond: Maximising The Benefits Of Factor Investing

Download document

2018

Lionel Martellini, Vincent Milhau

Maximising an Equity Portfolio Excess Growth Rate: A New Form of Smart Beta Strategy?

Download document

2017

Jean-Michel Maeso, Lionel Martellini

The MF Global Debacle: What Were The Red Flags?

Download document

2017

Hilary Till

Predicting Risk Premia for Treasury Bonds: The ERI Risk Premium Monitor

Download document

2017

Riccardo Rebonato

The ERI Stress Testing Tool: A Coherent Approach to Stress Testing

Download document

2017

Riccardo Rebonato

Mass Customisation versus Mass Production in Retirement Investment Management: Addressing a “Tough Engineering Problem"

Download document

2017

Lionel Martellini, Vincent Milhau

Measuring Volatility Pumping Benefits in Equity Markets

Download document

2017

Jean-Michel Maeso, Lionel Martellini

EDHEC Survey On Equity Factor Investing

Download document

2017

Noël Amenc, Felix Goltz, Véronique Le Sourd

Mass Customization Versus Mass Production - How An Industrial Revolution Is About To Take Place In Investment Management And Why It Involves A Shift From Investment Products To Investment Solutions

Download document

2016

Lionel Martellini

Portfolio Choice For Oil-Based Sovereign Wealth Funds

Download document

2009

Bernhard Scherer