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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

Improved Risk Reporting With Factor-Based Diversification Measures

2014

Tiffanie Carli, Romain Deguest, Lionel Martellini

Why Haven't Weather Derivatives Been More Successful as Futures Contracts? A Case Study

2014

Hilary Till

Why Haven't Uranium Futures Contracts Succeeded? A Case Study

2014

Hilary Till

Why Haven't Pulp Futures Contracts Succeeded? A Case Study

2014

Hilary Till

Who Needs Inflation Hedging? A Quantitative Analysis Of The Benefits Of Inflation-Linked Bonds, Real Estate And Commodities For Long-Term Investors With Inflation-Linked Liabilities

2014

Lionel Martellini, Vincent Milhau

Discussion of the Central Bank of Ireland discussion paper on loan origination by investment funds

2013

Frédéric Blanc-Brude

Challenges Facing Commodity Futures Market Participants: The Anti-Speculation Cycle, the RORO Environment, and Position Limits

2013

Hilary Till

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

Commodity Position Limit Rules Should Be Based on a Finding of Necessity

2013

Hilary Till

Scepticism About Commodity Futures Markets: An Answer

2013

Hilary Till

An Update on the Debate over Commodity Futures Position Limits

2013

Hilary Till

The Local Volatility Factor For Asian Stock Markets

2013

Lixia Loh, LionelMartellini, Stoyan Stoyanov

Analysing and Decomposing the Sources of Added-Value of Corporate Bonds Within Institutional Investors' Portfolios

2013

Lionel Martellini, Vincent Milhau

Measuring infrastructure debt credit risk

2013

Frédéric Blanc-Brude, Omneia R.H. Ismail

Tail Risk Of Asian Markets: An Extreme Value Theory Approach

2013

Lixia Loh, Stoyan Stoyanov

Optimal Hedging With Higher Moments

2013

Chris Brooks, Aleš Cerný, Joëlle Miffre

Stock Return Serial Dependence and Out-of-Sample Portfolio Performance

2013

Victor DeMiguel, Francisco J. Nogales, Raman Uppal

The Trial-and-Error Development of the Chicago Futures Markets

2013

Hilary Till

Momentum Strategies in Futures Markets and Trend-Following Funds

2013

Akindynos-Nikolaos Balta, Robert Kosowski

Smart Beta 2.0

2013

Noel Amenc, Felix Goltz, Nikhil Shah

Investment Solutions For East Asia's Pension Savings

2013

Frédéric Blanc-Brude, François Cocquemas, Albena Georgieva

The Benefits of Sovereign, Municipal and Corporate Inflation-Linked Bonds in Long-Term Investment Decisions

2013

Romain Deguest, Lionel Martellini, Vincent Milhau

Returns-Based Analyses of Hedge Funds

2013

Hilary Till

Implicit Options in Hedge Fund Products

2013

Joseph Eagleeye, Hilary Till

Related Securities and Equity Market Quality: The Case of CDS

2013

Ekkehart Boehmer, Sudheer Chava, Heather E. Tooke

Short interest, returns, and fundamentals

2013

Ferhat Akbas, Ekkehart Boehmer, Bilal Erturk, Sorin Sorescu

The Relevance of Country- and Sector-specific Model-free Volatility Indicators

2013

Lixia Loh, Lionel Martellini, Stoyan Stoyanov

The EDHEC European ETF Survey 2012

2013

Noël Amenc, Felix Goltz, Nicolas Gonzalez, Nikhil Shah, Eric Shirbini, Nikolaos Tessaromatis

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