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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

Skewness Strategies in Commodity Futures Markets


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

Commodities as Lotteries: Skewness and the Returns of Commodity Futures


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

Stock Market Dispersion, the Business Cycle and Expected Factor Returns


Timotheos Angelidis, Athanasios Sakkas, Nikolaos Tessaromatis

Commodity Markets, Long-Run Predictability and Intertemporal Pricing


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

Commodity Risks and the Cross-Section of Equity Returns


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

Active Allocation To Smart Factor Indices


Noel Amenc, Guillaume Coqueret, Lionel Martellini

Investor Interest In And Requirements For Smart Beta ETFs


Felix Goltz, Veronique Le Sourd

The EDHEC European ETF Survey 2014


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

Alternative Equity Beta Investing: A Survey


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

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


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

Introducing A Comprehensive Investment Framework For Goals-Based Wealth Management


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

Equity Portfolios with Improved Liability-Hedging Benefits


Guillaume Coqueret, Romain Deguest, Lionel Martellini, Vincent Milhau

How Much Construction Risk do Sponsors Take in Project Finance?


Frederic Blanc-Brude, Dejan Makovsek

Risk Allocation, Factor Investing And Smart Beta: Reconciling Innovations In Equity Portfolio Construction


Noel Amenc,Romain Deguest, Felix Goltz, Ashish Lodh, Lionel Martellini Eric Shirbini