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

The EDHEC European ETF Survey 2013

2014

Frédéric Ducoulombier, Felix Goltz, Véronique Le Sourd, Ashish Lodh

Improved Risk Reporting With Factor-Based Diversification Measures

2014

Tiffanie Carli, Romain Deguest, Lionel Martellini

Commodity Strategies Based on Momentum, Term Structure and Idiosyncratic Volatility

2013

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

Analysing Statistical Robustness of Cross-Sectional Volatility

2013

Felix Goltz, Lionel Martellini, Stoyan Stoyanov

LTGA Impact Assessment and Bond Management: Has Solvency II reached a Deadlock?

2013

Liliana Arias, Mohamed El Hedi Arouri, Philippe Foulquier

The Local Volatility Factor For Asian Stock Markets

2013

Lixia Loh, LionelMartellini, Stoyan Stoyanov

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