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Securing Replacement Income with Goal-Based Retirement Investing Strategies

2021

Lionel Martellini, Vincent Milhau, John Mulvey

Benefits of Open Architecture and Multi-Management in Real Estate Markets— Evidence from French Nonlisted Investment Trusts

2021

Béatrice Guedj, Lionel Martellini, Shahyar Safaee

What Drives Robo-Advice?

2021

Bernd Scherer, Sebastian Lehner

Investor Experience and Portfolio Choice: Regulatory Costs from MiFID II

2021

Bernd Scherer, Sebastian Lehner

Measuring and Managing ESG Risks in Sovereign Bond Portfolios and Implications for Sovereign Debt Investing

2021

Lionel Martellini, Lou-Salomé Vallée

Covid-19 and Smart-Beta

2021

Milot Hasaj, Bernd Scherer

“Flexicure” Retirement Solutions: A Part of the Answer to the Pension Crisis?

2020

Lionel Martellini, Vincent Milhau, John Mulvey

The EDHEC European ETF, Smart Beta and Factor Investing Survey 2020

2020

Veronique Le Sourd, Lionel Martellini

The Seasons of the True Size Anomaly

2020

Boris Fays, Georges Hübner, Marie Lambert

Risk Optimizations on Basis Portfolios: The Role of Sorting

2020

Marie Lambert, Boris Fays, Nicolas Papageorgiou

Research Topics from Across the Commodity Markets

2020

Hilary Till

Climate Change and Credit Risk

2020

Giusy Capasso, Gianfranco Gianfrate, Marco Spinelli

Predicting and Decomposing the Risk of Data-Driven Portfolios

2020

Nabil Bouamara, Kris Boudt, Jürgen Vandenbroucke

Factor Investing in Liability-Driven and Goal-Based Investment Solutions

2020

Lionel Martellini, Vincent Milhau

Commodity Trading Strategies: Examples, Mistakes, and Famous Debacles

2020

Hilary Till, Joseph Eagleeye

The EDHEC European ETF, Smart Beta and Factor Investing Survey 2019

2019

Veronique Le Sourd, Lionel Martellini

A Financially Justifiable and Practically Implementable Approach to Coherent Stress Testing

2019

Riccardo Rebonato

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

2019

Jean-Michel Maeso, Lionel Martellini, Riccardo Rebonato

Factor Investing in Fixed-Income - Cross-Sectional and Time-Series Momentum 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

Weathering the Storm in Commodity Risk Premia Strategies

2019

Hilary Till

An Update on Weather Fear Premia Trades

2018

Hilary Till

EDHEC European ETF and Smart Beta and Factor Investing Survey 2018

2018

Felix Goltz, Véronique Le Sourd

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

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

2018

Daniel Mantilla

Applying Goal-Based Investing Principles to the Retirement Problem

2018

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

Are You Rich Enough for A (Single) Family Office

2018

Bernd Scherer

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