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The EDHEC European ETF Survey 2006

2006

Noël Amenc, Jean-René Giraud, Felix Goltz, Véronique Le Sourd, Lionel Martellini, Xiaoyan Ma

EDHEC Comments on the Amaranth Case: Early Lessons from the Debacle

2006

Hilary Till

A Review of the Differences between Traditional Investment Programs and Absolute-Return Strategies

2006

Hilary Till and Joseph Eagleeye

Response to the "Statement of the Financial Economists Roundtable on Hedge Funds"

2006

Noël Amenc, Mathieu Vaissié

Comparative Analysis of Hedge Fund Returns

2006

Daniel Capocci

Commodities – Active Strategies for Enhanced Return

2005

Hilary Till, Joseph Eagleeye

Investing in Hedge Funds: Adding Value through Active Style Allocation Decisions

2005

Lionel Martellini, Mathieu Vaissié, Volker Ziemann

Edhec Funds of Hedge Funds Reporting Survey

2005

Noël Amenc, Philippe Malaise, Mathieu Vaissié

Dynamic Portfolio Choice with Parameter Uncertainty and the Economic Value of Analysts’ Recommendations

2005

Jakša Cvitanic, Ali Lazrak, Lionel Martellini, Fernando Zapatero.

Structured Forms of Investment Strategies in Institutional Investors’ Portfolios

2005

Lionel Martellini, Koray Simsek, Felix Goltz

Is there a gain to explicitly modelling extremes? A risk management analysis

2005

Jean-Christophe Meyfredi

The Right Place for Alternative Betas in Hedge Fund Performance: An Answer to the Capacity Effect Fantasy

2005

Walter Géhin, Mathieu Vaissié

Mitigating Hedge Funds’ Operational Risks: Benefits and limitations of managed account platforms

2005

Jean-René Giraud

Neutrality of Market Neutral Funds

2005

Daniel Capocci

Natural Resources Fund-of-Funds : Active Management, Risk Management, and Due Diligence

2005

Rian Akey, Hilary Till, Aleks Kins.

Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach

2005

Walter Briec, Kristiaan Kersten, Octave Jokung

Portfolio Risk Measurement in Commodity Futures Investments

2005

Hilary Till

Survey of Recent Hedge Fund Articles

2005

Hilary Till, Jodie Gunzberg

Challenges in Commodities Risk Management

2005

Hilary Till, Joseph Eagleeye

Hedge fund industry: is there a capacity effect?

2005

Rudy Sillam

Absolute Returns in Commodity (Natural Resource) Futures Investments

2005

Hilary Till, Jodie Gunzberg

Pricing Traditional versus Alternative Asset Management Services

2005

François-Serge Lhabitant

From Delivering to the Packaging of Alpha

2005

Noël Amenc, Philippe Malaise, Lionel Martellini

Hedge Funds from the Institutional Investor’s Perspective

2005

Noël Amenc, Lionel Martellini, Felix Goltz

Static Mean-Variance Analysis with Uncertain Time Horizon

2005

Lionel Martellini, Branko Uroševic

Hedge Fund Strategy Benchmarks: Tricks of the Light or Lighthouses?

2005

Walter Géhin, Mathieu Vaissié

Exploiting Predictability in the Time-Varying Shape of the Term Structure of Interest Rates

2005

Frank J. Fabozzi, Lionel Martellini, Philippe Priaulet

Hedge Fund Indices from an Academic Perspective: Reconciling Investability and Representativity

2004

Lionel Martellini, Mathieu Vaissié, Felix Goltz

History of the Risk Concept and Risk Modeling

2004

Jean-Christophe Meyfredi

The Benefits and Costs of Illiquidity

2004

Hilary Till

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