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8 research programmes to explore interrelated aspects of investment solutions

EDHEC-Risk Institute’s eight 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

The Economic Consequences of Legal Origins


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

MiFID: the (in)famous European Directive?


Catherine D'Hondt, Jean-René Giraud

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