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 Impact of Solvency II on Bond Management

2012

Liliana Arias, Philippe Foulquier, Alexandre Le Maistre

Long-Term Investing Strategies In Private Wealth Management

2012

Noël Amenc, Romain Deguest, Lionel Martellini, Vincent Milhau

EDHEC-Risk North American Index Survey 2011

2012

Noel Amenc, Felix Goltz, Lin Tang, Vijay Vaidyanathan

Revisiting Mutual Fund Performance Evaluation

2012

Timotheos Angelidis, Daniel Giamouridis, Nikolaos Tessaromatis

Executive Stock Options as a Screening Mechanism

2012

Abel Cadenillas, Jakša Cvitanic, Fernando Zapatero

New 'Stylised facts' about Hedge Funds and Database Selection Bias

2012

Juha Joenväärä, Robert Kosowski, Pekka Tolonen

Revisiting Core-Satellite Investing - A Dynamic Model of Relative Risk Management

2012

Noël Amenc, Philippe Malaise, Lionel Martellini

EDHEC-Risk Asian Index Survey 2011

2012

Noel Amenc, Felix Goltz, Masayoshi Mukai, Padmanaban Narasimhan , Lin Tang

Stock Return Predictability of Cross-Market Deviations in Option Prices and Credit Default Swap Spreads

2012

Georgios Angelopoulos, Daniel Giamouridis, Georgios Nikolakakis

Inferring the Value of Intangible Assets

2012

Georgios Angelopoulos, Daniel Giamouridis, Orestes Vlismas

What Asset-Liability Management Strategy For Sovereign Wealth Funds?

2012

Frédéric Ducoulombier , Lixia Loh , Stoyan Stoyanov

The EDHEC European ETF Survey 2011

2012

Felix Goltz, Lin Tang

Commodity Futures Returns and Idiosyncratic Volatility

2012

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

Shedding Light on Non-Financial Risks - A European Survey

2012

Noël Amenc, François Cocquemas, Samuel Sender

Introducing the EDHEC-Risk Solvency Benchmarks - Maximising the Benefits of Equity Investments for Insurance Companies facing Solvency II Constraints

2012

Noël Amenc, François Cocquemas, Romain Deguest, Philippe Foulquier, Lionel Martellini, Samuel Sender

What do Short Sellers Know?

2012

Ekkehart Boehmer, Charles M. Jones, Xiaoyan Zhang

What are the Risks of European ETFs?

2012

Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Lin Tang

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