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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

Taking Full Advantage of the Statistical Properties of Commodity Investments

2013

Hilary Till

An Analysis Of The Convergence Between Mainstream And Alternative Asset Management

2013

Juha Joenväärä, Robert Kosowski

Assessing the Quality of Asian Stock Market Indices

2013

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

Reactions to "A Review of Corporate Bond Indices: Construction Principles, Return Heterogeneity, and Fluctuations in Risk Exposures"

2013

Felix Goltz, Véronique Le Sourd, Masayoshi Mukai, Fahd Rachidy

Construction Risk in Infrastructure Project Finance

2013

Frederic Blanc-Brude, Dejan Makovsek

Towards Better Consideration of Pension Liabilities in European Union Countries

2013

François Cocquemas

Towards Efficient Benchmarks for Infrastructure Equity Investments

2013

Frédéric Blanc-Brude

Proposals for Better Management of Non-Financial Risks within the European Fund Management Industry

2012

Noël Amenc, Frédéric Ducoulombier

A Fully Integrated Liquidity Market Risk Model

2012

Attilio Meucci

Improving Risk Management in DC and Hybrid Pension Plans

2012

François Cocquemas

Comparing First, Second and Third Generation Commodity Indices

2012

Joëlle Miffre

The Risks of Volatility ETNs: A Recent Incident and Underlying Issues

2012

Felix Goltz, Stoyan Stoyanov

Who Sank the Boat? Response to the Finance Watch paper "Investing Not Betting"

2012

Hilary Till

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

Robust Assessment of Hedge Fund Performance through Nonparametric Discounting

2012

Caio Almeida, René Garcia

Seeing through the Smoke Screen of Fundamental Indexers: What are the Issues with Alternative Equity Index Strategies?

2012

Noël Amenc, Felix Goltz, Shuyang Ye

EDHEC-Risk North American Index Survey 2011

2012

Noel Amenc, Felix Goltz, Lin Tang, Vijay Vaidyanathan

Improving Time-Series Momentum Strategies: The Role of Trading Signals and Volatility Estimators

2012

Akindynos-Nikolaos Balta, Robert Kosowski

Executive Stock Options as a Screening Mechanism

2012

Abel Cadenillas, Jakša Cvitanic, Fernando Zapatero

Revisiting Mutual Fund Performance Evaluation

2012

Timotheos Angelidis, Daniel Giamouridis, Nikolaos Tessaromatis

Reactions to the EDHEC Study “Optimal Design of Corporate Market Debt Programmes in the Presence of Interest-Rate and Inflation Risks”

2012

Noël Amenc, Felix Goltz, Vincent Milhau, Masayoshi Mukai

The Benefits of Volatility Derivatives in Equity Portfolio Management

2012

Renata Guobuzaite, Lionel Martellini

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

Optimal Market Estimates of French Office Property Performance

2012

Pierre Schoeffler

Why Does an Equal-Weighted Portfolio Outperform Value- and Price-Weighted Portfolios?

2012

Yuliya Plyakha, Raman Uppal, Grigory Vilkov

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