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

New Frontiers In Benchmarking And Liability-Driven Investing

2010

Noel Amenc, Lionel Martellini, Felix Goltz, Vincent Milhau

A Portfolio Approach to Venture Capital Financing

2010

Pascal François, Georges Hübner

Strategic and Tactical Roles of Enhanced-Commodity Indices

2010

Ana-Maria Fuertes, Joëlle Miffre, Georgio Rallis

The EDHEC European ETF Survey 2010

2010

Felix Goltz, Adina Grigoriu, Lin Tang

Short Selling and the Price Discovery Process

2010

Ekkehart Boehmer, Julie Wu

The Time-Varying Liquidity Risk of Value and Growth Stocks

2010

Ferhat Akbas, Ekkehart Boehmer, Egemen Genc, Ralitsa Petkova

On the Suitability of the Calibration of Private Equity Risk in the Solvency II Standard Formula

2010

Liliana Arias, Mohamed El Hedi Arouri, Philippe Foulquier, Stéphane Gregoir

Nonmyopic Optimal Portfolios in Viable Markets

2010

Jakša Cvitanic, Semyon Malamud

Are Hedge-Fund UCITS the Cure-All?

2010

Noël Amenc, Samuel Sender

Efficient Indexation: An Alternative To Cap-Weighted Indices

2010

Noël Amenc, Felix Goltz, Lionel Martellini, Patrice Retkowsky

Fairness in Trading — A Microeconomic Interpretation

2009

Stephen Satchell, Bernhard Scherer

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