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Reactions to the EDHEC Study "Assessing the Quality of Stock Market Indices"

2007

Felix Goltz, Guang Feng

Three Early Lessons from the Subprime Lending Crisis: A French Answer to President Sarkozy

2007

Noël Amenc

A Comparison of Alternative Approaches for Determining the Downside Risk of Hedge Fund Strategies

2007

Daniel Giamouridis and Ioanna Ntoula

Hedge Fund Indices for the Purpose of UCITS: Answers to the CESR Issues Paper

2007

EDHEC-Risk

Revisiting the Limits of Hedge Fund Indices: a Comparative Approach

2007

Noël Amenc, Felix Goltz

Optimal Investment Decisions When Time Horizon is Uncertain

2007

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

Trading Strategies in the Current Commodity Market Environment

2007

Hilary Till

The Amaranth Collapse: What Happened and What Have We Learned Thus Far?

2007

Hilary Till

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

2007

Antonio Diez de los Rios, René Garcia

The Economic Consequences of Legal Origins

2007

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

How Do Performance Measures Perform?

2007

Georges Hübner

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

Shedding Light on Alternative Beta : A Volatility and Fixed Income Asset Class Comparison

2007

David Kuenzi

Approximating Independent Loss Distributions with an Adjusted Binomial Distribution

2007

Dominic O'Kane

Equity Hedge Fund ABS Models: Choosing the Volatility Factor

2007

David E. Kuenzi, Xu Shi

New Developments in the Commodity Markets

2007

Hilary Till

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

2007

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

QIS3: Meaningful progress towards the implementation of Solvency II but ground remains to be covered

2007

Samuel Sender, Philippe Foulquier

Conditional Risk Premia and Correlations in Commodity Futures Markets

2007

James Chong, Joëlle Miffre

Hedge Fund Performance in 2006: A Vintage Year for Hedge Funds?

2007

Véronique Le Sourd

A Review of the U.S. Senate Report on the Amaranth Debacle

2007

Hilary Till

State Dependence Can Explain the Risk Aversion Puzzle

2007

Fousseni Chabi-Yo, René Garcia, Eric Renault

Risk Management and Portfolio Construction in a Commodity Futures Programme

2007

Joseph Eagleeye, Hilary Till

Performance Measurement for Traditional Investment, Literature Survey

2007

Véronique Le Sourd

Asset-Liability Management Decisions In Private Banking

2007

Noel Amenc, Lionel Martellini, Volker Ziemann

Response to CESR public consultation on Best Execution under MiFID - On the Importance of Transaction Cost Analysis

2007

Catherine D'Hondt, Jean-René Giraud

Quantification of Hedge Fund Default Risk

2007

Corentin Christory, Stephane Daul, Jean-Rene Giraud

CP20: Significant improvements in the Solvency II framework but grave incoherencies remain - EDHEC response to Consultation Paper n° 20

2007

Philippe Foulquier, Samuel Sender

Transactions Cost Analysis in Europe: Current and Best Practices - European Survey

2007

Catherine D'Hondt, Jean-René Giraud

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