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Performance of Passive Hedge Fund Replication Strategies

2009

Noël Amenc, Lionel Martellini, Jean-Christophe Meyfredi, Volker Ziemann

Solvency II: An Internal Opportunity to Manage the Performance of Insurance Companies

2009

Philippe Foulquier

MiFID: One Year On

2009

Jean René Giraud

The Survival of Exchange-Listed Hedge Funds

2009

Greg N. Gregoriou, François-Serge Lhabitant, Fabrice Douglas Rouah

The EDHEC European ETF Survey 2009

2009

Noël Amenc, Felix Goltz, Adina Grigoriu, David Schröder

Measuring The Benefits Of Dynamic Asset Allocation Strategies In The Presence Of Liability Constraints

2009

Lionel Martellini, Vincent Milhau

The Undesirable Effects of Banning Short Sales

2009

Abraham Lioui

The European Pension Fund Industry Again Beset By Deficits

2009

Samuel Sender

Forecasting changes in equity risk premia of international markets: An error correction approach

2009

Juliana Caicedo-Llano, Thomas Dionysopoulos

The Impact of Regulations on the ALM of European Pension Funds

2009

Noël Amenc, Lionel Martellini, Samuel Sender

Hedge Fund Performance in 2008

2009

Véronique Le Sourd

The Basel II Reform That Would Have Made Most Injections of Public Funds Unnecessary

2009

Noël Amenc, Samuel Sender

A Long Road Ahead for Portfolio Construction: Practitioners' Views of an EDHEC Survey

2009

Felix Goltz

Alternative Investments for Institutional Investors: Risk Budgeting Techniques in Asset Management and Asset-Liability Management

2009

Noël Amenc, Lionel Martellini, Volker Ziemann

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 Benefits Of Structured Products In Asset-Liability Management

2008

Lionel Martellini, Vincent Milhau

The Fair Value Controversy: Ignoring the Real Issue

2008

Lionel Escaffre, Philippe Foulquier, Philippe Touron

Transaction Cost Analysis A-Z: A Step towards Best Execution in the Post-MiFID Landscape

2008

Catherine D'Hondt, Jean-René Giraud

Towards The Design Of Better Equity Benchmarks: Rehabilitating The Tangency Portfolio From Modern Portfolio Theory

2008

Lionel Martellini

Reactions To An EDHEC Study On Asset-Liability Management Decisions In Private Wealth Management

2008

Noel Amenc, Felix Goltz, David Schroder

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

The Oil Markets: Let the Data Speak for Itself

2008

Hilary Till

Long-Term Sources of Return in the Commodity Futures Markets: Evidence from the Grain Markets

2008

Hilary Till

Dependence Structure and Extreme Comovements in International Equity and Bond Markets with Portfolio Diversification Effects

2008

René Garcia, Georges Tsafack

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

How Costly Is Regulatory Short-Termism for Defined-Benefit Pension Funds?

2008

Lionel Martellini, Vincent Milhau

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