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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

What Investment Robots Need To Know – Evidence from Panel Survey Data

2016

Bernd Scherer

Mass Customization Versus Mass Production - How An Industrial Revolution Is About To Take Place In Investment Management And Why It Involves A Shift From Investment Products To Investment Solutions

2016

Lionel Martellini

Does Household Finance Matter? Small Financial Errors with Large Social Costs

2016

Harjoat Singh Bhamra, Raman Uppal

How to Calibrate Risk Appetite, Tolerance and Limits: The Issues at Stake for Capital Allocation, ERM and Business Performance

2016

Philippe Foulquier, Liliana Arias

Mass Customisation versus Mass Production in Investment Management

2016

Lionel Martellini

On the Correct Evaluation of Cost of Capital for Project Valuation

2015

Carlos Heitor Campani

Long-Short Commodity Investing: A Review of the Literature

2015

Joëlle Miffre

Is Smart Beta Just Monkey Business? An Analysis Of Factor Exposures, Upside-Down Strategies And Rebalancing Effects

2015

Noël Amenc, Felix Goltz,, Ashish Lodh

Skewness Strategies in Commodity Futures Markets

2015

Adrian Fernandez-Perez, Bart Frijns, Ana-Maria Fuertes, Joëlle Miffre

Structural Position-Taking in Crude Oil Futures Contracts

2015

Hilary Till

When Has OPEC Spare Capacity Mattered for Oil Prices?

2015

Hilary Till

The Limitations Of Factor Investing: Impact Of The Volkswagen Scandal On Concentrated Versus Diversified Factor Indices

2015

Noël Amenc, Sivagaminathan Sivasubramanian, Jakub Ulahel

What are the Sources of Return for CTAs and Commodity Indices? A Brief Survey of Relevant Research

2015

Hilary Till

Commodities as Lotteries: Skewness and the Returns of Commodity Futures

2015

Adrian Fernández-Pérez, Bart Frijns, Ana-Maria Fuertes, Joëlle Miffre

Stock Market Dispersion, the Business Cycle and Expected Factor Returns

2015

Timotheos Angelidis, Athanasios Sakkas, Nikolaos Tessaromatis

Factor Investing: A Welfare-Improving New Investment Paradigm or Yet Another Marketing Fad?

2015

Lionel Martellini, Vincent Milhau

Commodity Markets, Long-Run Predictability and Intertemporal Pricing

2015

Adrian Fernadez-Perez, Ana-Maria Fuertes, Joëlle Miffre

Commodity Risks and the Cross-Section of Equity Returns

2015

Chris Brooks, Adrian Fernandez-Perez, Joëlle Miffre, Ogonna Nneji

Active Allocation To Smart Factor Indices

2015

Noel Amenc, Guillaume Coqueret, Lionel Martellini

The Valuation of Privately-Held Infrastructure Equity Investments: Theoretical Framework and Data Collection Requirements

2015

Frédéric Blanc-Brude, Majid Hasan

Investor Interest In And Requirements For Smart Beta ETFs

2015

Felix Goltz, Veronique Le Sourd

The EDHEC European ETF Survey 2014

2015

Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Véronique Le Sourd, Ashish Lodh, Eric Shirbini

Alternative Equity Beta Investing: A Survey

2015

Noel Amenc, Saad Badaoui, Felix Goltz, Véronique Le Sourd, Ashish Lodh

Accounting For Geographic Exposure In Performance And Risk Reporting For Equity Portfolios

2015

Noël Amenc, Kumar Gautam, Felix Goltz ,Nicolas Gonzalez, Jan-Philip Schade

Introducing A Comprehensive Investment Framework For Goals-Based Wealth Management

2015

Romain Deguest, Lionel Martellini, Vincent Milhau, Anil Suri, Hungjen Wang

Where Experience Matters: Asset Allocation and Asset Pricing with Opaque and Illiquid Assets

2015

Adrian Buss, Raman Uppal, Grigory Vilkov

Crude Oil Futures Markets: Are the Benefits of "Roll Yield" Real?

2014

Hilary Till

Equity Portfolios with Improved Liability-Hedging Benefits

2014

Guillaume Coqueret, Romain Deguest, Lionel Martellini, Vincent Milhau

How Much Construction Risk do Sponsors Take in Project Finance?

2014

Frederic Blanc-Brude, Dejan Makovsek

The Impact Of Risk Controls And Strategy-Specific Risk Diversification On Extreme Risk

2014

Lixia Loh, Stoyan Stoyanov

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