Two new studies produced as part of the Amundi research chair on “ETF, Indexing and Smart Beta Investment Strategies” focus on the two factors that explain a large fraction of differences in the cross-section of bond returns, namely “value” and “... Read more
Over the last 15 years or so, the investment industry has experienced a series of profound structural changes, and an increasing number of serious new challenges are being faced by both institutional and individual investors as a result of these... Read more
Fiona Huang and Giovanni Zaccardi, both Master in Management, Financial Economics (MIM FE) international students took part in a hands-on research experience through the new Innovations in Investment Management elective, offering them a two-month... Read more
Collaboration is the next disruption in Education: This is why EDHEC-Risk Institute has teamed up with Coursera, the world’s largest learning platform with about 40 million registered learners all over the word, to develop a digital programme in... Read more
A Journal of Portfolio Management article entitled, "Tail Risk in the Cross Section of Alternative Risk Premium Strategies" by Bernd Scherer, Research Associate at EDHEC-Risk Institute, Head of Private Wealth Portfolio Management, Head of Product... Read more
A great success for the Advances in Financial Technologies and Applications to Investment Solutions for Individuals Conference with over 100 professionals at the Palais Brongniart in Paris, to debate the future of investment management in the... Read more
For the first time in EDHEC-Risk Institute history, first-year students in the Master in Management (MiM) Financial Economics programme have the opportunity to gain hands-on research experience through the new Innovations in Investment Management... Read more
The paper, entitled "Proverbial Baskets Are Uncorrelated Risk Factors! A Factor-Based Framework for Measuring and Managing Diversification in Multi-Asset Investment Solutions", which was co-authored by Lionel Martellini, Professor of Finance, EDHEC... Read more
In February 2019, The Curve Triangle & Rectangle Institute (CTRI) invited Lionel Martellini, Professor of Finance at EDHEC Business School and Director of EDHEC-Risk Institute to join its Academic Advisor Board.
The Curve, Triangle, &... Read more
Riccardo Rebonato, Professor of Finance, EDHEC Business School, EDHEC-Risk Institute, will be speaking on stress testing at the QuantMinds International Conference in Vienna on 15 May, 2019.
QuantMinds International 2019, Quant Finance... Read more
EDHEC-Risk Institute, KAIST, Princeton and Tsinghua Universities have joined forces to host an international series of conferences on financial technologies as a forum to facilitate discussion among all interested parties (academics, practitioners... Read more
Frank J. Fabozzi, Professor of Finance at EDHEC Business School, member of EDHEC-Risk Institute and dissertation adviser in the EDHEC PhD in Finance programme, has been invited to serve as co-editor with Marcos Lopez de Prado (AQR Capital Management... Read more
Get a cutting-edge understanding of alternative assets, including a dedicated focus on the future trends in commodity and infrastructure investing
Yale campus (New Haven, CT)
March 25 - March 27, 2019
Investors are increasingly turning to... Read more
Nikos Tessaromatis, Professor of Finance, EDHEC Business School and Member, EDHEC-Risk Institute, will be speaking on factor investing at the 18th Wealth Management Forum in Athens on 29 November, 2018.
The conference will provide a comprehensive... Read more
We are pleased to enclose an EDHEC-Risk Institute research article published in the September 2018 issue of Management Science entitled "A Reinterpretation of the Optimal Demand for Risky Assets in Fund Separation Theorems". In this article,... Read more
Lionel Martellini, Professor of Finance, EDHEC Business School and Director, EDHEC-Risk Institute, will be speaking on the application of goal-based investing to retirement strategies at the TrackInsight European Summit in Paris on 7 November, 2018... Read more
Laurent Calvet, Professor of Finance, EDHEC Business School and Member, EDHEC-Risk Institute, presented his latest research “From Saving Comes Having? Disentangling the Impact of Saving on Wealth Inequality”, at the 1st European Midwest Micro/Macro... Read more
Swiss Life Asset Managers France and EDHEC-Risk Institute have announced the creation of a three-year research chair at EDHEC-Risk Institute entitled “Real Estate in Modern Investment Solutions.”
Led by Professor Lionel Martellini, Director of... Read more
Raman Uppal, Professor of Finance at EDHEC Business School and Member of EDHEC-Risk Institute, has been appointed as new chairman of the Society for Financial Studies (SFS) Council, succeeding Adlai Fisher, Professor of Finance, Sauder School of... Read more
Get a cutting-edge understanding of the foundations of factor investing and portfolio choice
Learning in the seminar involves a mix of interactive lectures and case study discussions. There will be ample opportunity for participants to engage with... Read more
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the world’s top 15 business schools. Fully international and directly connected to the business world, EDHEC commands a strong reputation for research excellence and the ability to train entrepreneurs and managers capable of breaking new ground. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching is inspired by its research work and a focus on “learning by doing”, all with the aim of equipping people with the skills to succeed in business.
About EDHEC Risk
Part of EDHEC Business School and established in 2001, EDHEC-Risk Institute has become the premier academic centre for industry-relevant financial research. In partnership with large financial institutions, its team of permanent professors, engineers, and support staff, and research associates and affiliate professors, implements seven research programmes and six research chairs, industrial partnerships and private research projects focusing on asset allocation and risk management. Additionally, it has developed an ambitious portfolio of research and educational initiatives in the domain of investment solutions for institutional and individual investors. As part of its “Make an Impact” signature, EDHEC-Risk plays a noted role in furthering applied financial research and systematically highlighting its practical uses.