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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

What Asset-Liability Management Strategy For Sovereign Wealth Funds?


Frédéric Ducoulombier , Lixia Loh , Stoyan Stoyanov

The EDHEC European ETF Survey 2011


Felix Goltz, Lin Tang

Commodity Futures Returns and Idiosyncratic Volatility


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

Shedding Light on Non-Financial Risks - A European Survey


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


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

What do Short Sellers Know?


Ekkehart Boehmer, Charles M. Jones, Xiaoyan Zhang

What are the Risks of European ETFs?


Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Lin Tang

Sensitivity of portfolio VaR and CVaR to portfolio return characteristics


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

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


Noël Amenc, François Cocquemas, Lionel Martellini, Samuel Sender

Competition in Portfolio Management: Theory and Experiment


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

Life-Cycle Investing In Private Wealth Management


Romain Deguest, Lionel Martellini, Vincent Milhau

EDHEC-Risk European Index Survey 2011


Noel Amenc, PhD, Felix Goltz,Lin Tang

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


Phelim Boyle, Lorenzo Garlappi, Raman Uppal, Tan Wang

Improved Beta? A Comparison Of Index-Weighting Schemes


Noël Amenc, Felix Goltz, Lionel Martellini, Shuyang Ye