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What Drives Robo-Advice?

2021

Bernd Scherer, Sebastian Lehner

Investor Experience and Portfolio Choice: Regulatory Costs from MiFID II

2021

Bernd Scherer, Sebastian Lehner

Covid-19 and Smart-Beta

2021

Milot Hasaj, Bernd Scherer

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

2020

Veronique Le Sourd, Lionel Martellini

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

2019

Veronique Le Sourd, Lionel Martellini

EDHEC European ETF and Smart Beta and Factor Investing Survey 2018

2018

Felix Goltz, Véronique Le Sourd

Smart Equity Investing: Implementing Risk Optimisation Techniques on Strategic Beta Portfolios

2018

Boris Fays, Marie Lambert, Nicolas Papageorgiou

EDHEC Survey On Equity Factor Investing

2017

Noël Amenc, Felix Goltz, Véronique Le Sourd

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

2017

Jean-Michel Maeso, Lionel Martellini

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

2017

Boris Fays, Georges Hübner, Marie Lambert

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

Investor Perceptions About Smart Beta ETFs

2016

Noël Amenc, Felix Goltz, Véronique Le Sourd

What Do Measures Of Real-Time Corporate Sales Tell Us About Earnings Surprises And Post-Announcement Returns?

2016

Kenneth Froot, Namhco Kang, Gideon Ozik, Ronnie Sadka

Ten Misconceptions about Smart Beta: Analysing common claims on performance drivers, investability issues and strategy design choices

2016

Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Jakub Ulahel

Portfolio Choice with Model Misspecification: A Foundation for Alpha and Beta Portfolios

2016

Raman Uppal, Paolo Zaffaroni

The EDHEC European ETF Survey 2015

2016

Noël Amenc, Felix Goltz, Véronique Le Sourd, Ashish Lodh, Sivagaminathan Sivasubramanian

Term Structure Analysis Of Option Implied Volatility In The Brazilian Market Using A Continuous-Time GARCH Model

2016

Carlos Heitor Campani, Carlos Eduardo Fucci

On the Correct Evaluation of Cost of Capital for Project Valuation

2015

Carlos Heitor Campani

Is Smart Beta Just Monkey Business? An Analysis Of Factor Exposures, Upside-Down Strategies And Rebalancing Effects

2015

Noël Amenc, Felix Goltz,, Ashish Lodh

The Limitations Of Factor Investing: Impact Of The Volkswagen Scandal On Concentrated Versus Diversified Factor Indices

2015

Noël Amenc, Sivagaminathan Sivasubramanian, Jakub Ulahel

Stock Market Dispersion, the Business Cycle and Expected Factor Returns

2015

Timotheos Angelidis, Athanasios Sakkas, Nikolaos Tessaromatis

Active Allocation To Smart Factor Indices

2015

Noel Amenc, Guillaume Coqueret, Lionel Martellini

Investor Interest In And Requirements For Smart Beta ETFs

2015

Felix Goltz, Veronique Le Sourd

The EDHEC European ETF Survey 2014

2015

Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Véronique Le Sourd, Ashish Lodh, Eric Shirbini

Alternative Equity Beta Investing: A Survey

2015

Noel Amenc, Saad Badaoui, Felix Goltz, Véronique Le Sourd, Ashish Lodh

Accounting For Geographic Exposure In Performance And Risk Reporting For Equity Portfolios

2015

Noël Amenc, Kumar Gautam, Felix Goltz ,Nicolas Gonzalez, Jan-Philip Schade

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