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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

The Time-Varying Liquidity Risk of Value and Growth Stocks

2010

Ferhat Akbas, Ekkehart Boehmer, Egemen Genc, Ralitsa Petkova

Spillover Effects of Counter-cyclical Market Regulation: Evidence from the 2008 Ban on Short Sales

2010

Abraham Lioui

Adoption of Green Investing by Institutional Investors: A European Survey

2010

Noël Amenc, Felix Goltz, Lin Tang

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

Risk Control through Dynamic Core-Satellite Portfolios of ETFs: Applications to Absolute Return Funds and Tactical Asset Allocation

2010

Noël Amenc, Felix Goltz, Adina Grigoriu

Are Hedge-Fund UCITS the Cure-All?

2010

Noël Amenc, Samuel Sender

Improved Estimates of Higher-Order Comoments and Implications for Portfolio Selection

2010

Lionel Martellini, Volker Ziemann

Efficient Indexation: An Alternative To Cap-Weighted Indices

2010

Noël Amenc, Felix Goltz, Lionel Martellini, Patrice Retkowsky

Does Finance Theory Make The Case For Capitalisation-Weighting Indexing?

2010

Felix Goltz, Véronique Le Sourd

Has There Been Excessive Speculation in the US Oil Futures Markets? - What Can We (Carefully) Conclude from New CFTC Data?

2009

Hilary Till

Fairness in Trading — A Microeconomic Interpretation

2009

Stephen Satchell, Bernhard Scherer

An Alternative Route to Performance Hypothesis Testing

2009

Bernhard Scherer

A Note On Portfolio Choice For Sovereign Wealth Funds

2009

Bernhard Scherer

Real Estate Indexing and the EDHEC IEIF Commercial Property (France) Index

2009

EDHEC-Risk

Portfolio Choice For Oil-Based Sovereign Wealth Funds

2009

Bernhard Scherer

Reactions To An EDHEC Study On The Impact Of Regulatory Constraints On The ALM Of Pension Funds

2009

Samuel Sender

IAS 19: Penalising changes ahead

2009

Samuel Sender

A Welcome European Commission Consultation on the UCITS Depositary Function, a Hastily Considered Proposal

2009

Noël Amenc, Samuel Sender

Asset-Liability Management In Private Wealth Management

2009

Noel Amenc, Lionel Martellini, Vincent Milhau, Volker Ziemann

Regulating Private Financial Institutions: How to Kill the Goose That Laid the Golden Eggs

2009

François-Serge Lhabitant

Macroeconomic Risk Management For Oil Stabilization Funds In GCC Countries

2009

Bernhard Scherer

Madoff: A Riot of Red Flags

2009

Greg N. Gregoriou, François-Serge Lhabitant

Shackling Short Sellers: The 2008 Shorting Ban

2009

Ekkehart Boehmer, Charles M. Jones, Xiaoyan Zhang

Optimal Interest Rate Smoothing under Model Ambiguity

2009

Abraham Lioui, Patrice Poncet

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