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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

Hedge Fund Performance in 2007

2008

Véronique Le Sourd

Conditional Correlations and Real Estate Investment Trusts

2008

James Chong, Joëlle Miffre, Simon Stevenson

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

Overlay Hedging in a Fund of Funds

2008

David E. Kuenzi, Remy Chaudhuri, Zhihui Dong

Some Insiders Are Indeed Smart Investors

2008

Daniel Giamouridis, Manolis Liodakis, Andrew Moniz

Momentum Strategies in Commodity Futures Markets

2007

Joëlle Miffre, Georgios Rallis

Optimal Investment Decisions When Time Horizon is Uncertain

2007

Christophette Blanchet-Scalliet, Nicole El Karoui, Monique Jeanblanc, Lionel Martellini

The Economic Consequences of Legal Origins

2007

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

Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns

2007

Antonio Diez de los Rios, René Garcia

MiFID: the (in)famous European Directive?

2007

Catherine D'Hondt, Jean-René Giraud

Momentum Profits and Non-Normality Risks

2007

Ana-Maria Fuertes, Joëlle Miffre and Wooi-Hou Tan

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