Who We Are
About EDHEC-Risk Institute
Academic Roots & Practitioner Reach
For more than 15 years, EDHEC Business School has been pursuing an ambitious policy in terms of practically relevant academic research. This policy, known as “Make an Impact”, aims to make EDHEC an academic institution of reference for the industry in a small number of areas in which the school has reached critical mass in terms of expertise and research results. Among these areas, investment management has occupied a privileged position, leading to the creation in 2001 of EDHEC-Risk Institute, which has developed an ambitious portfolio of research and educational initiatives in the domain of investment solutions for institutional and individual investors.
This Institute boasts a team of permanent professors, engineers and support staff, and counts a large number of affiliate professors and research associates from the financial industry among its ranks. EDHEC-Risk Institute is located at campuses in the City of London (United Kingdom) and Nice, (France). The philosophy of the Institute is to validate its work by publication in international academic journals, as well as to make it available to the sector through its position papers, published studies and global conferences.
To ensure the distribution of its research to the industry, EDHEC-Risk also provides professionals with access to its website, https://risk.edhec.edu, devoted to asset and risk management research for the industry, with a focus on investment solutions. Additionally, its quarterly newsletter is distributed to over 150,000 readers.
In addition to the EDHEC Alternative Indexes, which are used as performance benchmarks for risk analysis by investors in hedge funds, and the EDHEC-IEIF Monthly Commercial Property index, which tracks the performance of the French commercial property market through SCPIs, EDHEC-Risk has recently launched a series of new initiatives.
- The EDHEC-Princeton Retirement Goal-Based Investing Index Series, launched in May 2018, which represent asset allocation benchmarks for innovative mass-customised target date solutions for individuals preparing for retirement;
- The EDHEC Bond Risk Premium Monitor, the purpose of which is to offer to investment and academic communities a tool to quantify and analyse the risk premium associated with Government bonds;
- The EDHEC-Risk Investment Solutions (Serious) Game, which is meant to facilitate engagement with graduate students or investment professionals enrolled on one of EDHEC-Risk’s various campus-based, blended or fully-digital educational programmes.
EDHEC-Risk Institute also has highly significant executive education activities for professionals, in partnership with prestigious academic partners.
In 2012, EDHEC-Risk Institute signed two strategic partnership agreements. The first was with the Operations Research and Financial Engineering department of Princeton University to set up a joint research programme in the area of investment solutions for institutions and individuals. The second was with Yale School of Management to set up joint certified executive training courses in North America and Europe in the area of risk and investment management.
As part of its policy of transferring know-how to the industry, in 2013 EDHEC-Risk Institute also set up ERI Scientific Beta, which is an original initiative that aims to favour the adoption of the latest advances in smart beta design and implementation by the whole investment industry. Its academic origin provides the foundation for its strategy: offer, in the best economic conditions possible, the smart beta solutions that are most proven scientifically with full transparency in both the methods and the associated risks.
EDHEC-Risk Institute also contributed to the 2016 launch of EDHEC Infrastructure Institute (EDHECinfra), a spin-off dedicated to benchmarking private infrastructure investments. EDHECinfra was created to address the profound knowledge gap faced by infrastructure investors by collecting and standardising private investment and cash flow data and running state-of-the-art asset pricing and risk models to create the performance benchmarks that are needed for asset allocation, prudential regulation and the design of infrastructure investment solutions.
TEAM
Research Team
AMENC Noël, PhD
Professor - EDHEC Development Director - CEO ERI Scientific Beta
Finance
CALVET Laurent, PhD
Professor
Finance
FABOZZI Frank, PhD
Professor
Finance
GIRON Kevin
Quantitative Research Engineer
Finance
LE SOURD Véronique
Senior Research Engineer
Finance
MAESO Jean-Michel
Senior Quantitative Research Engineer
Finance
MARTELLINI Lionel, PhD
Professor - Director of EDHEC-Risk Institute
Finance
MILHAU Vincent, PhD
Research Director
Finance
O'KANE Dominic, PhD
Affiliate Professor
Finance
REBONATO Riccardo, PhD
Professor
Finance
TESSAROMATIS Nikolaos, PhD
Professor
Finance
UPPAL Raman, PhD
Professor
Finance
Affiliate Faculty
BANDI Federico, PhD
Affiliate Professor
Finance
HÜBNER Georges, PhD
Affiliate Professor
Finance
KOSOWSKI Robert, PhD
Affiliate Professor
Finance
LHABITANT François-Serge, PhD
Affiliate Professor
Finance
Research Associates
- Nessim Ait-Kacimi,Journalist/Editor, Les Echos
- Cybele Almeida, Investment Algorithms & Validation, UBS Wealth Management
- Carlos Heitor-Campani, Professor of Finance, COPPEAD Graduate School of Business
- Catherine D’Hondt, Associate Professor of Finance, Louvain School of Management
- Stéphane Daul-Egger, Deputy Head of Investment Solutions, Pictet Asset Management
- Michael Edesess,Chief Investment Strategist, Compendium Finance
- Chris Firth,CEO and Co-Founder, dollarDEX Investments Pte Ltd, Singapore
- Kelvin Foo Chiah Shiung,Senior Risk Manager for Global Private Banking and Wealth Management, Standard Chartered Bank
- Daniel Giamouridis,Global Head of Scientific Implementation, Bank of America Merrill Lynch
- Béatrice Guedj, Head of Research and Innovation, Swiss Life REIM
- Jonathan Harris, Project Lead, PCG Investments
- Jeroen Jansen, Lecturer In Finance & Investments, Rotterdam School of Management, Erasmus University
- Seong-Han Kim, Managing Director, Singularion Asset Management
- Kees Koedijk, Dean and director, TIAS School for Business and Society
- Yaacov Kopeliovich, Assistant Professor in Residence Department of Finance, University of Connecticut Storrs CT
- Marie Lambert,Associate Professor of Finance, HEC-Management School of the University of Liège
- Su Fen Lee, Deputy Director (Data Analytics Group), Monetary Authority of Singapore
- Igor Lojevsky,Partner, Park Investors LLC
- Fons Lute,Client Portfolio Manager, Multi-Asset Division, Russell Investments
- Daniel Mantilla, Assistant Professor of Finance, Universidad de Los Andes
- Attilio Meucci,Chief Risk Officer and Director of Portfolio Construction, Kepos Capital LP
- Russell G. Nel,Founder, Director/Financial Structuring & Consulting, Zaseca Capital (RSA)
- Teng Hwee Neo, Chief Investment Officer; Head of Investment Products and Solutions, UOB Private Bank
- Gideon Ozik, Managing Partner, MKT MediaStats
- Thierry Roncalli, Head of Quantitative Research, Amundi Asset Management
- Kaipichit Ruengsrichaiya, Director, Capital Market Data Management and Analytics Department, Securities and Exchange Commission
- Barry Schachter,Senior Advisor, RiXtrema, Inc.
- Bernd Scherer, Head of Private Wealth Portfolio Management, Head of Product Development, Bankhaus Lampe KG
- Pierre Schoeffler, Senior Advisor, Institut de l’Epargne Immobilière et Foncière (IEIF)
- Oliver Schwindler, Professor, Ansbach University of Applied Sciences
- Michelle Sisto, Associate Dean for Graduate Studies and Associate Professor, EDHEC Business School
- Arjuna Sittampalam, Managing Director, Sage & Hermes Ltd.
- Timothy Spangler, Financial Services Partner, Dechert LLP
- David Stevenson, Chairman, ETF Stream and Columnist for the Financial Times (the Adventurous Investor), Investment Week and Money Week
- Rehan A. Syed, Founder, Smart Alternatives Advisors
- Hilary Till,Principal, Premia Capital Management LLC
- Vijay Vaidyanathan,Chief Executive Officer, Optimal Asset Management
- Mathieu Vaissié, Partner, Ginjer AM
- Jürgen Vandenbroucke, Expert General Manager, Head of Innovation and Creation, KBC Asset Management NV
Marketing/Communication and Executive Education Managers
- Maud Gauchon, Marketing and Communication Manager
- Caroline Prevost, Executive Education Manager
About EDHEC
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.
