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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

Challenges in Commodities Risk Management

2005

Hilary Till, Joseph Eagleeye

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

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

2005

Frank J. Fabozzi, Lionel Martellini, Philippe Priaulet

History of the Risk Concept and Risk Modeling

2004

Jean-Christophe Meyfredi

Using Index Options to Improve the Performance of Dynamic Asset Allocation Strategies

2004

Noël Amenc, Philippe Malaise, Lionel Martellini, Daphné Sfeir

The Benefits of Bond ETFs for Institutional Investors - The Natural Vehicle for a Core-Satellite Approach

2004

Noël Amenc, Philippe Malaise, Lionel Martellini, Jean-René Giraud

Be Active with your Bond Trackers

2004

Noël Amenc, Jean-René Giraud, Philippe Malaise, Lionel Martellini

Dynamic Asset Pricing Theory with Uncertain Time-Horizon

2004

Christophette Blanchet-Scalliet, Nicole El Karoui, Lionel Martellini

Finding the Sweet Spot of Hedge Fund Diversification

2004

François-Serge Lhabitant, Michelle Learned De Piante Vicin

Edhec European Asset Management Practices Survey

2003

Noël Amenc, Anne Delaunay, Jean-René Giraud, Felix Goltz, Lionel Martellini

Edhec European Alternative Multimanagement Practices Survey

2003

Noël Amenc, Anne Delaunay, Jean-René Giraud, Felix Goltz, Lionel Martellini, Mathieu Vaissié

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