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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

A Post-crisis Perspective on Diversification for Risk Management

2011

Noël Amenc, Felix Goltz, Stoyan Stoyanov

Case Studies and Risk Management in Commodity Derivatives Trading

2011

Hilary Till

Never the Twain Shall Meet? Addressing the Disconnect between Banks’ Financial and Regulatory Reporting

2011

Paul Klumpes, Peter Welch

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

An Integrated Approach To Asset-Liability Management: Capital Structure Choices, Pension Fund Allocation Decisions And The Rational Pricing Of Liability Streams

2010

Vincent Milhau, Lionel Martellini

EDHEC-Risk European Private Wealth Management Survey

2010

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

Does Finance Theory Make the Case for Capitalisation- Weighted Indexing?

2010

Felix Goltz, Véronique Le Sourd

Asset-Liability Management Decisions For Sovereign Wealth Funds

2010

Lionel Martellini, Vincent Milhau

Risk Reduction in Style Rotation

2010

Rodrigo Dupleich, Daniel Giamouridis, Chris Montagu

A Suggestion for Remedying the Overstated Performance of Non-Investable Hedge Fund Indices

2010

EDHEC-Risk

Alternative Measurement Bases in Pension Accounting: A Simulation Analysis

2010

Paul Klumpes

From Deterministic To Stochastic Life-Cycle Investing: Implications For The Design Of Improved Forms Of Target Date Funds

2010

Lionel Martellini, Vincent Milhau

New Frontiers In Benchmarking And Liability-Driven Investing

2010

Noel Amenc, Lionel Martellini, Felix Goltz, Vincent Milhau

Optimal Hedge Fund Allocation with Improved Estimates for Coskewness and Cokurtosis Parameters

2010

Asmerilda Hitaj, Lionel Martellini, Giovanni Zambruno

Do Funds of Hedge Funds Really Add Value: A Post-Crisis Analysis

2010

Serge Darolles, Mathieu Vaissié

The Performance of Socially Responsible Investment and Sustainable Development in France: An Update after the Financial Crisis

2010

Noël Amenc, Véronique Le Sourd

Banking on Liquidity: Liquidity, Collateral and Derivatives

2010

Con Keating, Barry Marshall

A Portfolio Approach to Venture Capital Financing

2010

Pascal François, Georges Hübner

A New Look At Minimum Variance Investing

2010

Bernd Scherer

The Sophisticated and the Simple: The Profitability of Contrarian Strategies from a Portfolio Manager's Perspective

2010

Daniel Giamouridis, Chris Montagu

Strategic and Tactical Roles of Enhanced-Commodity Indices

2010

Ana-Maria Fuertes, Joëlle Miffre, Georgio Rallis

French Corporate Social Responsibility: Which Dimension Pays More?

2010

Laetitia Drusch, Abraham Lioui

EDHEC Survey Of The Asset And Liability Management Practices Of European Pension Funds

2010

Samuel Sender

The EDHEC European ETF Survey 2010

2010

Felix Goltz, Adina Grigoriu, Lin Tang

Option Pricing and Hedging in the Presence of Cross-Hedge Risk

2010

Lionel Martellini, Vincent Milhau

A Moment Expansion of Downside Risk Measures

2010

Stoyan V. Stoyanov

Short Selling and the Price Discovery Process

2010

Ekkehart Boehmer, Julie Wu

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