Who We Are

About EDHEC-Risk Institute

Academic Roots & Practitioner Reach

EDHEC-Risk Institute

EDHEC Business School is actively pursuing an ambitious policy to produce academic research that is both practical and relevant. This policy, known as “Research for Business” and now labelled “Make an Impact”, aims to make EDHEC an academic institution of reference in a small number of areas in which the school has reached critical mass in terms of expertise and research results. EDHEC is putting its academic expertise to work in addressing some of the major issues affecting society, most notably the climate emergency. EDHEC initiatives in the fields of sustainable finance and sustainable business are expected to be major contributions to the response to the sustainability challenges facing our economy.

In 2001, EDHEC Business School created EDHEC-Risk Institute, a premier academic centre for industry-relevant research in investment management, which has developed a portfolio of research and educational initiatives in the domain of investment solutions for institutional and individual investors.

The institute, in partnership with industry leaders, boasts a team of permanent professors, engineers and support staff, as well as affiliate professors and research associates. Their collective work has a particularly significant footprint in the areas of risk premia harvesting, retirement investing and sustainable investing. Its philosophy is to validate its work by publishing in international academic journals, as well as to make it available to the sector through position papers, published studies, online courses, on-campus workshops and global conferences.

To ensure the dissemination of its research to the investment industry, EDHEC-Risk also provides professionals with access to its website, https://risk.edhec.edu, which has more than 120,000 visitors and is devoted to asset and risk management research, with a focus on investment solutions. Finally, its quarterly newsletter is distributed to over 100,000 readers.

Building on the cutting-edge research of its faculty, EDHEC-Risk Institute creates programmes to help executives level up their financial expertise on topics of considerable interest in the asset management industry: factor investing, goal-based investing, sustainable investing, but also data science and machine learning.

EDHEC-Risk’s mission is to give participants an edge in today’s fast-changing landscape, with programmes designed to help them convert theoretical concepts into practical results. Courses are run in different formats to match the market’s needs: 100% on line, on-site, blended or bespoke programmes. To date, 2,500 professionals have chosen EDHEC-Risk Institute to help them address their challenges.

As part of its policy of transferring know-how to the investment industry, EDHEC-Risk Institute set up Scientific Beta, an original initiative to boost the take-up of the latest advances in smart beta design and implementation by the whole investment industry. On 31 January 2020, Singapore Exchange (SGX) acquired a majority stake in Scientific Beta, a transaction that vindicates the school’s “Make an Impact” model and its focus on producing research that is useful for both students and businesses.

EDHEC-Risk Institute also contributed to the launch of EDHEC Infrastructure Institute (EDHECinfra), a spin-off dedicated to benchmarking private infrastructure investments. EDHECinfra is now a provider of research and indices on unlisted infrastructure investments.

@EDHECRisk

#MakeFinanceUsefulAgain

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

O'KANE Dominic

Professor of Finance
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

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REBONATO Riccardo, PhD

Professor
Finance

Irene Monasterolo, Professor of Climate Finance

MONASTEROLO Irene, PhD

Professor
Climate Finance

UPPAL Raman, PhD

Professor
Finance

GIANFRATE Gianfranco, PhD

Professor
Finance

SAFAEE Shahyar

Head of Business Development & Research Engineer

KAINTH Dherminder

Senior Quantitative Research Engineer

Marketing/Communication and Executive Education Managers

Maud Gauchon

Marketing and Communication Manager

Caroline Prevost

Executive Education Manager

Research Associates

Nessim Ait-Kacimi,Journalist/Editor, Les Echos
Carlos Heitor-Campani, Professor of Finance, COPPEAD Graduate School of Business
Michael Edesess,Chief Investment Strategist, Compendium Finance
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
Kees Koedijk, Dean and director, TIAS School for Business and Society
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
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)
Gideon Ozik, Managing Partner, MKT MediaStats
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)
Arjuna Sittampalam, Managing Director, Sage & Hermes Ltd.
David Stevenson, Chairman, ETF Stream and Columnist for the Financial Times (the Adventurous Investor), Investment Week and Money Week
Ichiro Tange, Principal, J-Link Capital Research
Hilary Till, Head of Portfolio Risk Analysis, Bank of New York Mellon Wealth Management
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

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.

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.