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In Search of Quality Benchmarks for Hedge Fund Strategies

2004

Mathieu Vaissié

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

2004

Noël Amenc, Philippe Malaise, Lionel Martellini, Daphné Sfeir

The Fund of Hedge Fund Reporting Puzzle: Reconciling Investors’ Expectations and Fund Managers’ Constraints

2004

Noël Amenc, Philippe Malaise, Mathieu Vaissié

On the Role of Hedge Funds in Institutional Portfolios

2004

Hilary Till

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

Hedge Fund Indices: Investable, Non-Investable and Strategy Benchmarks

2004

Mathieu Vaissié, Walter Géhin

A Survey of the Literature on Hedge Fund Performance

2004

Walter Géhin

Taking a Close Look at the European Fund of Hedge Funds Industry- Comparing and Contrasting Industry Best Practices and Academic Recommendations

2004

Noël Amenc, Jean-René Giraud, Lionel Martellini, Mathieu Vaissié

Dynamic Asset Pricing Theory with Uncertain Time-Horizon

2004

Christophette Blanchet-Scalliet, Nicole El Karoui, Lionel Martellini

The Capacity Implications of the Search for Alpha

2004

Hilary Till

Finding the Sweet Spot of Hedge Fund Diversification

2004

François-Serge Lhabitant, Michelle Learned De Piante Vicin

Hedge Funds Investing: A Quantitative Look Inside the Black Box

2004

François-Serge Lhabitant

A Detailed Analysis of the Construction Methods and Management Principles of Hedge Fund Indices

2003

Mathieu Vaissié

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

The Benchmark's Benchmark: Measuring the Performance of a Manager's Long-Term Strategy

2003

David E. Kuenzi

Evaluating a Trend-Following Commodity Index for Multi-Period Asset Allocation

2003

John M. Mulvey, Shiv Siddhant N. Kaul, Koray D. Simsek

Desperately Seeking Pure Style Indexes

2003

Noël Amenc, Robert Faff, Lionel Martellini

A Stochastic Network Approach for Integrating Pension and Corporate Financial Planning

2003

John M. Mulvey, Bill Pauling, Koray D. Simsek

Tactical Style Allocation - A New Form of Market Neutral Strategy

2003

Noël Amenc, Philippe Malaise, Lionel Martellini, Daphne Sfeir

How to Price Hedge Funds: From Two- to Four-Moment CAPM

2003

Angelo Ranaldo, Laurent Favre

Risk Measurement of Investments in the Satellite Ring of a Core-Satellite Portfolio: Traditional versus Alternative Approaches

2003

Hilary Till

The Alpha and Omega of Hedge Fund Performance Measurement

2003

Noël Amenc, Lionel Martellini

Optimal Allocation to Hedge Funds: An Empirical Analysis

2003

Jaksa Cvitanic, Ali Lazrak, Lionel Martellini and Fernando Zapatero

EDHEC Alternative Indexes

2003

EDHEC-Risk

Evaluating Hedge Fund Investments: The Role of Pure Style Indices

2003

Francois-Serge Lhabitant

Indexing Hedge Fund Indexes

2003

Noël Amenc, Lionel Martellini, Mathieu Vaissié

Portable Alpha and Portable Beta Strategies in the eurozone: Implementing Active Asset Allocation Decisions using Equity Index Options and Futures

2003

Noël Amenc, Philippe Malaise, Lionel Martellini, Daphne Sfeir

The Generalised Treynor Ratio

2003

Georges Hübner

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