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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

Performance of Socially Responsible Investment Funds against an Efficient SRI Index: The Impact of Benchmark Choice when Evaluating Active Managers - An Update

2012

Véronique Le Sourd

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

Shifting Towards Hybrid Pension Systems: A European Perspective

2012

Samuel Sender

Commodity Futures Returns and Idiosyncratic Volatility

2012

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

Pension Fund Investment in Social Infrastructure: Insights from the 2012 reform of the private finance initiative in the United Kingdom

2012

Frédéric Blanc-Brude

Dynamic Investment Strategies For Corporate Pension Funds In The Presence Of Sponsor Risk

2012

Lionel Martellini, Vincent Milhau, Andrea Tarelli

Shedding Light on Non-Financial Risks - A European Survey

2012

Noël Amenc, François Cocquemas, Samuel Sender

Capturing the Risk Premium of Commodity Futures: The Role of Hedging Pressure

2012

Devraj Basu, Joëlle Miffre

Lessons from History on Commodity Futures Trading Controversies

2012

Hilary Till

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

Solvency II : A unique opportunity for hedge fund strategies

2012

Mathieu Vaissié

Sensitivity of portfolio VaR and CVaR to portfolio return characteristics

2012

Stoyan V. Stoyanov, Svetlozar T. Rachev, Frank J. Fabozzi

The Link between Eurozone Sovereign Debt and CDS Prices

2012

Dominic O’Kane

Response to the European Commission White Paper "An Agenda for Adequate, Safe and Sustainable Pensions"

2012

Noël Amenc, François Cocquemas, Lionel Martellini, Samuel Sender

Asset Prices in General Equilibrium with Transactions Costs and Recursive Utility

2012

Adrian Buss, Raman Uppal, Grigory Vilkov

Competition in Portfolio Management: Theory and Experiment

2011

Elena Asparouhova, Peter Bossaerts, Jernej Copic, Brad Cornell, Jaksa Cvitanic, Debrah Meloso

Life-Cycle Investing In Private Wealth Management

2011

Romain Deguest, Lionel Martellini, Vincent Milhau

Response to ESMA Consultation Paper to Implementing Measures for the AIFMD

2011

Noël Amenc, Samuel Sender

EDHEC-Risk European Index Survey 2011

2011

Noel Amenc, PhD, Felix Goltz,Lin Tang

Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification

2011

Phelim Boyle, Lorenzo Garlappi, Raman Uppal, Tan Wang

Improved Beta? A Comparison Of Index-Weighting Schemes

2011

Noël Amenc, Felix Goltz, Lionel Martellini, Shuyang Ye

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