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

Idiosyncratic Risk and the Cross-Section of Stock Returns

2011

Rene Garcia, Daniel Mantilla-Garcia, Lionel Martellini

Limit Order Markets, High Frequency Traders and Asset Prices

2011

Jakša Cvitanic, Andrei Kirilenko

Improving Portfolio Selection Using Option-Implied Volatility and Skewness

2011

Victor DeMiguel, Yuliya Plyakha, Raman Uppal, Grigory Vilkov

The Alpha of a Market Timer

2011

Georges Hübner

How to Construct Fundamental Risk Factors?

2011

Georges Hübner, Marie Lambert

Option Pricing and Hedging in the Presence of Basis Risk

2011

Lionel Martellini, Vincent Milhau

Optimal Contracting with Effort and Misreporting

2011

Agostino Capponi, Jakša Cvitanic, Türkay Yolcu

A Post-crisis Perspective on Diversification for Risk Management

2011

Noël Amenc, Felix Goltz, Stoyan Stoyanov

Giants at the Gate: On the Cross-Section of Private Equity Investment Returns

2011

Florencio Lopez-de-Silanes, Ludovic Phalippou, Oliver Gottschalg

Introducing a New Form of Volatility Index: The Cross-Sectional Volatility Index

2011

Felix Goltz, Renata Guobuzaite, Lionel Martellini

Diversification in Funds of Hedge Funds: Is it Possible to Overdiversify?

2011

Stephen J. Brown, Greg N. Gregoriou, Razvan Pascalau

Media and Investment Management

2010

Gideon Ozik, Ronnie Sadka

EDHEC-Risk European Private Wealth Management Survey

2010

Noel Amenc, Sergio Focardi, Felix Goltz, David Schroder, Lin Tang

Risk Reduction in Style Rotation

2010

Rodrigo Dupleich, Daniel Giamouridis, Chris Montagu

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