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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

Reactions to an EDHEC Study on the Fair Value Controversy

2008

Noël Amenc, Frédéric Ducoulombier, Philippe Foulquier

Socially Responsible Investment Performance in France

2008

Noël Amenc, Véronique Le Sourd

The Fair Value Controversy: Ignoring the Real Issue

2008

Lionel Escaffre, Philippe Foulquier, Philippe Touron

Index-Exciting CAViaR: A New Empirical Time-Varying Risk Model

2008

Frank J. Fabozzi, Sergio Focardi, Masao Fukushima, Dashan Huang, Zudi Lu, Baimin Yu

Amaranth Lessons Thus Far

2008

Hilary Till

EDHEC European ETF Survey 2008

2008

Noël Amenc, Felix Goltz, Adina Grigoriu, Véronique Le Sourd, Lionel Martellini

The Performance of Fundamentally Weighted Indices

2008

Noël Amenc, Felix Goltz, Véronique Le Sourd

The Pros and Cons of Passive Hedge Fund Replication

2008

Noël Amenc, David Schröder

Timing Commodity Momentum

2008

Devraj Basu, Joëlle Miffre

Static Allocation Decisions in the Presence of Portfolio Insurance

2008

Felix Goltz, Lionel Martellini, Koray D. Simsek

The Benefits of Hedge Funds In Asset Liability Management

2008

Lionel Martellini, Véronique Le Sourd, Volker Ziemann

Low-Cost Momentum Strategies

2008

Xiafei Li, Chris Brooks, Joëlle Miffre

The Value Premium and Time-Varying Volatility

2008

Xiafei Li, Chris Brooks, Joëlle Miffre

Transparency and Accountability

2008

Simeon Djankov, Rafael La Porta, Florencio Lopez-de-Silanes, Andrei Shleifer

Fundamental Differences? Comparing Alternative Index Weighting Mechanisms

2008

Noël Amenc, Felix Goltz, Véronique Le Sourd

The Divergence of Legal Procedures

2008

Aron Balas, Rafael La Porta, Florencio Lopez-de-Silanes, Andrei Shleifer

EDHEC Hedge Fund Reporting Survey 2008

2008

Felix Goltz, David Schröder

Oil Prices: the True Role of Speculation

2008

Noël Amenc, Benoît Maffei, Hilary Till

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