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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

Tactical Asset Allocation

2003

Lionel Martellini, Daphné Sfeir

Four-State Model vs. Market Model: Part I

2002

Octave Jokung, Jean-Christophe Meyfredi

Asset Allocation

2002

Noël Amenc, Lionel Martellini

The Brave New World of Hedge Fund Indices

2002

Noël Amenc, Lionel Martellini

Methodology Applied for the Agefi Asset Management Awards

2002

Noël Amenc, Lionel Martellini, Daphné Sfeir

Mean-Modified Value-at-Risk Optimization with Hedge Funds

2002

Laurent Favre, José-Antonio Galeano

Trend-following Hedge Funds and Multi-period Asset Allocation

2002

Dries Darius, Aytac Ilhan, John Mulvey, Koray D. Simsek, Ronnie Sircar

Benefits and Risks of Alternative Investment Strategies

2002

Noël Amenc, Lionel Martellini, Mathieu Vaissié

An Analysis of Hedge Fund Performance Using Loess Fit Regression

2002

Laurent Favre, José-Antonio Galeano

An Integrated Framework for Style Analysis and Performance Measurement

2002

Noël Amenc, Daphne Sfeir, Lionel Martellini

Rebalancing Strategies for Long-Term Investors

2002

John M. Mulvey, Koray D. Simsek

It's Time for Asset Allocation

2001

Noël Amenc, Lionel Martellini

Measure for Measure

2001

Hilary Till

Life at Sharpe's End

2001

Hilary Till

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