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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

Momentum Profits and Non-Normality Risks


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

The Myths and Limits of Passive Hedge Fund Replication: An Attractive Concept… Still a Work-in-Progress


Noël Amenc, Walter Géhin, Lionel Martellini, Jean-Christophe Meyfredi

State Dependence Can Explain the Risk Aversion Puzzle


Fousseni Chabi-Yo, René Garcia, Eric Renault

Asset-Liability Management Decisions In Private Banking


Noel Amenc, Lionel Martellini, Volker Ziemann

Quantification of Hedge Fund Default Risk


Corentin Christory, Stephane Daul, Jean-Rene Giraud

A Copula Approach to Value-at-Risk Estimation for Fixed-Income Portfolios


Lionel Martellini, Jean-Christophe Meyfredi

The Impact Of IFRS And Solvency II On Asset-Liability Management And Asset Management In Insurance Companies


Noël Amenc, Lionel Martellini, Philippe Foulquier, Samuel Sender

Momentum Profits and Time-Varying Unsystematic Risk


Xiafei Li, Joëlle Miffre and Chris Brooks