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

Measuring infrastructure debt credit risk

2013

Frédéric Blanc-Brude, Omneia R.H. Ismail

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

2013

Victor DeMiguel, Francisco J. Nogales, Raman Uppal

Optimal Hedging With Higher Moments

2013

Chris Brooks, Aleš Cerný, Joëlle Miffre

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

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

Who is Afraid of Construction Risk?

2013

Frédéric Blanc-Brude, Omneia R. H. Ismail

The EDHEC European ETF Survey 2012

2013

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

Hedging Versus Insurance: Long-Horizon Investing With Short-Term Constraints

2013

Romain Deguest, Lionel Martellini,Vincent Milhau

Assessing the Quality of Asian Stock Market Indices

2013

Narasimhan Padmanaban, Masayoshi Mukai, Lin Tang, Véronique Le Sourd

Construction Risk in Infrastructure Project Finance

2013

Frederic Blanc-Brude, Dejan Makovsek

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