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Timing Commodity Momentum

2008

Devraj Basu, Joëlle Miffre

The Benefits of Hedge Funds In Asset Liability Management

2008

Lionel Martellini, Véronique Le Sourd, Volker Ziemann

Static Allocation Decisions in the Presence of Portfolio Insurance

2008

Felix Goltz, Lionel Martellini, Koray D. Simsek

Transparency and Accountability

2008

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

Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals

2008

Ana-Maria Fuertes, Joëlle Miffre, Georgios Rallis

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

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

Banking: Why does regulation alone not suffice? Why must governments intervene?

2008

Samuel Sender

A Comparison Of Fundamentally Weighted Indices: Overview And Performance Analysis

2008

Noel Amenc, Felix Goltz, Veronique Le Sourd

Hedge Fund Analysis — Reading the Multi-Factor Tea Leaves

2008

David E. Kuenzi

QIS4: significant improvements, but the main risk for life insurance is not taken into account in the standard formula

2008

Samuel Sender

Hedge Fund Performance in 2007

2008

Véronique Le Sourd

Intelligent Commodity Investing: Opportunities and Challenges

2008

Hilary Till

Conditional Correlations and Real Estate Investment Trusts

2008

James Chong, Joëlle Miffre, Simon Stevenson

Conditional Return Correlations between Commodity Futures and Traditional Assets

2008

James Chong, Joëlle Miffre

EDHEC European Investment Practices Survey 2008

2008

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

Empirical Properties of Straddle Returns

2008

Felix Goltz, Wan Ni Lai

Fees at Risk

2008

Bernhard Scherer

Prudence with Multiplicative Risk

2008

Octave Jokung

Overlay Hedging in a Fund of Funds

2008

David E. Kuenzi, Remy Chaudhuri, Zhihui Dong

Production-Based Asset Pricing in a Monetary Economy: Theory and Evidence

2008

Abraham Lioui, Patrice Poncet

Some Insiders Are Indeed Smart Investors

2008

Daniel Giamouridis, Manolis Liodakis, Andrew Moniz

EDHEC European Real Estate Investment and Risk Management Survey

2007

Frédéric Ducoulombier

Rating the Ratings: A Critical Analysis of Fund Rating Systems

2007

Noël Amenc, Véronique Le Sourd.

Hide-and-Seek in the Market : Placing and Detecting Hidden Orders

2007

Rudy De Winne, Catherine D’Hondt

Momentum Strategies in Commodity Futures Markets

2007

Joëlle Miffre, Georgios Rallis

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