Amenc N., F. Goltz, D. Schröder (October 2008) "Reactions to an EDHEC Study on Asset-Liability Management Decisions in Private Wealth Management" - EDHEC Risk Asset Management Research Centre, EDHEC Publication. [More]

Amenc N., F. Goltz, V. Le Sourd (June 2008) " The Performance of Fundamentally Weighted Indices ", EDHEC Risk Asset Management Research Centre, EDHEC Working Paper. [More]

Amenc N., F. Goltz, V. Le Sourd (March 2008) "A Comparison of Fundamentally Weighted Indices: Overview and Performance Analysis", EDHEC Risk Asset Management Research Centre, EDHEC Position Paper. [More]

Amenc, N.; F. Goltz; V. Le Sourd, L. Martellini (January 2008) "The EDHEC European Investment Practices Survey 2008", EDHEC Risk and Asset Management Research Centre, EDHEC Publication. [More]

Amenc, N., F. Goltz, V. Le Sourd (Avril 2008) " Fundamental Differences? Comparing Alternative Index Weighting Mechanisms ", EDHEC Risk Asset Management Research Centre, EDHEC Publication. [More]

Amenc, N. (2007), "Three Early Lessons from the Subprime Lending Crisis: A French Answer to President Sarkozy", EDHEC Risk and Asset Management Research Centre, EDHEC Position Paper, August [more]

Amenc N., V. Le Sourd (October 2007), "Rating the ratings :A Critical Analysis of Fund Rating Systems", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [more]

Amenc N. & F. Goltz (July 2007) "Revisiting the Limits of Hedge Fund Indices", EDHEC Risk & Asset Management Research Centre, EDHEC Publication.[More]

Amenc, N. & Al. (2007) : "La TVA Emploi - une TVA pour créer des emplois et améliorer le pouvoir d'achat des salariés", EDHEC Economics Research Centre, EDHEC Publication, April [more]

Amenc, N., L. Martellini & V. Ziemann (2007), "Asset-Liability Management Decisions in Private Banking", EDHEC Risk and Asset Management Research Centre, EDHEC Publication, February. [more]

Amenc, N. & F. Goltz (2006), "A Reply to the CESR Recommendations on the Eligibility of Hedge Fund Indices for Investment of UCITS", EDHEC Risk and Asset Management Research Centre, EDHEC Position Paper, December. [more]

Amenc, N. & M. Vaissié (February 2006), "Determinants of Funds of Hedge Funds' Performance", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [more]

Amenc, N., L. Martellini, P. Foulquier & S. Sender (2006), "The Impact of IFRS and Solvency II on Asset-Liability Management and Asset Management in Insurance Companies", EDHEC Risk and Asset Management Research Centre and EDHEC Financial Analysis and Accounting Research Centre, EDHEC Publication, November. [more]

Amenc, N. & P. Foulquier (2006), "La problématique du taux d'actualisation des concessionnaires d'autoroutes : le cas des ASF", EDHEC Risk and Asset Management Research Centre, EDHEC Position Paper, February. [More]

Amenc, N. & M. Vaissié (2005), "Response to the Statement of the Financial Economists Roundtable on Hedge Funds", EDHEC Risk & Asset Management Research Centre, EDHEC Position Paper, December [More]

Amenc, N.; F. Goltz; V. Le Sourd (September 2006) "Assessing the Quality of Stock Market Indices: Requirements for Asset Allocation and Performance Measurement", EDHEC Risk and Asset Management Research Centre, EDHEC Publication. [More]

Bacache-Beauvallet, M. (2006), "Les limites de l'usage des primes à la performance dans la fonction publique", EDHEC Economics Research Centre, EDHEC Position Paper, October. [more]

Basu D., R. Oomen, A. Stremme (May 2006) "How to Time the Commodity Market", EDHEC Risk Asset Management Research Centre, EDHEC Working Paper. [More]

Basu, D.; CH. Hun; R. Oomen; A.Stremme (October 2006) "When to Pick the Losers: Do Sentiment Indicators Improve Dynamic Asset Allocation?", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [More]

Basu D., R. Oomen, A. Stremme (Juin 2007) "Exploiting the Informational Content of Hedging Pressure: Timing the Market by Learning from Derivatives Traders", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [More]

Bonnin, G. (2007), "Piloter l'interaction avec le consommateur: un impératif pour le marketing", EDHEC Marketing Research Centre, InteraCT, EDHEC Position Paper, January. [more]

Brooks C., J. Miffre & X. Li (August 2007) "Low-Cost Momentum Strategies", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [More]

Chéron A. (February 2008) "De l'optimalité des allégements de charges sur les bas salaires", EDHEC Economics Research Centre, Evaluation of Public Policy and Reform of the State, EDHEC Position Paper. [More]

Chéron, A. (2007), "Faut-il subventionner la formation professionnelle des seniors ?", EDHEC Economics Research Centre, Position Paper, October 2007. [more]

Chéron, A. (2007), "Analyse économique des grandes propositions en matière d'emploi des candidats à l'élection présidentielle", EDHEC Economics Research Centre, EDHEC Position Paper, March. [more]

Chéron, A. (March 2007) "Would a New Form of Employment Contract Provide Greater Security for French Workers?", EDHEC Economics Research Centre, Evaluation of Public Policy and Reform of the State, EDHEC Position Paper. [More]

Chéron, A. (2007), "Reconsidérer les effets de la protection de l'emploi en France; L'apport d'une approche en termes de cycle de vie", EDHEC Economics Research Centre, EDHEC Publication, January. [more]

Chéron, A. (2007), "Le contrat unique: un outil de sécurisation des parcours professionnels ?, EDHEC Economics Research Centre, EDHEC Position Paper, January. [more]

Chéron, A. (2006), "Le plan national d'action pour l'emploi des seniors: bien, mais peut mieux faire", EDHEC Economics Research Centre, EDHEC Position Paper, September. [more]

Christory, C., S. Daul & J.R. Giraud (2007), "Quantification of Hedge Fund Default Risk", EDHEC Risk and Asset Management Research Centre, EDHEC Position Paper, January. [more]

Courtioux, P. (October 2007), "La TVA acquittée par les ménages : une évaluation de sa charge tout au long de la vie", EDHEC Economics Research Centre, EDHEC Position Paper. [more]

Courtioux, P. (2007), " Les effets redistributifs de la " TVA sociale " : un exercice de microsimulation", EDHEC Economics Research Centre, EDHEC Position Paper, July. [more]

Courtioux, P. & O. Thévenon (2006), "Politiques familiales et objectifs européens : il faut améliorer le benchmarking", EDHEC Economics Research Centre EDHEC Position Paper, November. [more]

D'Hondt, C. & J.R. Giraud (2007), "Response to CESR public consultation on Best Execution under MiFID - On the Importance of Transaction Cost Analysis" EDHEC Working Paper, EDHEC Risk and Asset Management Research Centre, April.[more]

D'Hondt, C. & J.R. Giraud (2007), "MiFID: the (in)famous European Directive?", EDHEC Risk and Asset Management Research Centre, EDHEC Position Paper, March. [more]

EDHEC Risk and Asset Management Research Centre, (2007), "Hedge Fund Indices for the Purpose of UCITS: Answers to the CESR Issues Paper", EDHEC Risk and Asset Management Research Centre, EDHEC Position Paper, January. [more]

EDHEC Risk and Asset Management Research Centre (2006), "The EDHEC European ETF Survey 2006", EDHEC Publication, October [more]

EDHEC Risk and Asset Management Research Centre (2006), "Disorderly exits from crowded trades? - On the systemic risks of hedge funds, A reply to the ECB's statement on hedge funds", EDHEC Position Paper, June. [More]

Fabozzi, F., L. Martellini, P.Priaulet (2007) "Exploiting Predictability in the Time-Varying Shape of the Term Structure of Interest Rates", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper.[More]

Foulquier, P., & S. Sender (2007), "CP 20: Significant improvements in the Solvency II framework but grave incoherencies remain" (EDHEC response to Consultation Paper n° 20), EDHEC Risk and Asset Management Research Centre, EDHEC Position Paper, January. [more]

Foulquier, P., & S. Sender (2006), "QIS 2: Modelling that is at odds with the prudential objectives of Solvency II", EDHEC Risk and Asset Management Research Centre and EDHEC Financial Analysis and Accounting Research Centre, EDHEC Position Paper, November. [more]

Diez de los Rios A., R. Garcia (November 2007) " Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns ", EDHEC Risk Asset Management Research Centre, EDHEC Working Paper. [More]

Garcia R., G. Tsafack (April 2008) " Dependence Structure and Extreme Comovements in International Equity and Bond Markets with Portfolio Diversification Effects ", EDHEC Risk Asset Management Research Centre, EDHEC Working Paper. [More]

Gehin W., M. Vaissié (2007) "Hedge Fund Strategy Benchmarks: Tricks of the Light or Lighthouses?", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper.[More]

Géhin, W. (2007), "The Challenge of Hedge Fund Measurement: a Toolbox Rather Than a Pandora's Box", EDHEC Risk and Asset Management Research Centre, EDHEC Position Paper, January. [more]

Giamouridis D.; I. Ntoula (January 2007) "A Comparison of Alternative Approaches for Determining the Downside Risk of Hedge Fund Strategies", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [More]

Goltz F., L. Martellini, V. Ziemann (2007) "Exchange-Traded Fixed-Income Derivatives in Asset Management and Asset-Liability Management", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [More]

Goltz, F & G. Feng (2007), "Reactions to the EDHEC Study Assessing the Quality of Stock Market Indices", EDHEC Risk and Asset Management Research Centre, EDHEC Publication, September. [more]

Goltz, F.; L. Martellini & V. Ziemann (2007), "Derivatives Strategies for Bond Portfolios", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [More]

Kuenzi, D.; X. Shi, "Equity Hedge Fund ABS Models: Choosing the Volatility Factor", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [More]

Kat, H. & J. Miffre (2006), "The Impact of Non-Normality Risks and Tactical Trading on Hedge Fund Alphas", Head of Risk Management and Quantitative Research, EDHEC Working Paper, Mai 2006.[more]

Martellini, L.; B. Urosevic (July 2005) "Static Mean-Variance Analysis with Uncertain Time Horizon", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [More] 

Djankov S., R. La Porta, F. Lopez-de-Silanes (May 2008) " Transparency and Accountability ", EDHEC Risk Asset Management Research Centre, EDHEC Working Paper. [More]

Le Sourd, V. (2007), "Hedge Fund Performance in 2006: A Vintage Year for Hedge Funds?", EDHEC Risk and Asset Management Research Centre, EDHEC Publication, March. [more]

Le Sourd, V. (Fevruary 2008) "Hedge Fund Performance in 2007", EDHEC Risk Asset Management Research Centre, EDHEC Publication. [More]

S. Djankov, R. La Porta, F. Lopez-de-Silanes, A. Shleifer (November 2006) " The Law and Economics of Self-Dealing ", EDHEC Risk Asset Management Research Centre, EDHEC Working Paper. [More]

La Porta R., F. Lopez-de-Silanes, A. Shleifer (November 2007) "The Economic Consequences of Legal Origins", EDHEC Risk Asset Management Research Centre, EDHEC Working Paper. [More]

Balas A., R. La Porta, F. Lopez-de-Silanes, A. Shleifer (February 2008) "The Divergence of Legal Procedures", EDHEC Risk Asset Management Research Centre, EDHEC Working Paper. [More]

Martellini, L.; V. Ziemann (2007) "Extending Black-Litterman Analysis Beyond the Mean-Variance Framework", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [More]

Martellini, L.; J.C. Meyfredi (2007) "A Copula Approach to Value-at-Risk Estimation for Fixed-Income Portfolios", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [More]

Miffre J.; L. Xiafei. & C. Brooks; "The Value Premium and Time-Varying", EDHEC Risk & Asset Management Research Centre, EDHEC Publication.[More]

Miffre J.; L. Xiafei & C. Brooks "Paper Momentum Profits and Time-Varying", EDHEC Risk & Asset Management Research Centre, EDHEC Publication.[More]

Fuertes, AM; J. Miffre; W. Tan (January 2007) "Momentum Profits and Non-Normality Risks", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [More]

Brooks C., X. Li, J. Miffre (May 2008) " Low-Cost Momentum Strategies ", EDHEC Risk Asset Management Research Centre, EDHEC Working Paper. [More]

Fuertes A-M, J. Miffre, G. Rallis (May 2008) " Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals ", EDHEC Risk Asset Management Research Centre, EDHEC Working Paper. [More]

Brooks C., X. Li, J. Miffre (May 2008) " The Value Premium and Time-Varying Volatility ", EDHEC Risk Asset Management Research Centre, EDHEC Working Paper. [More]

Chong J., J. Miffre (April 2008) " Conditional Return Correlations between Commodity Futures and Traditional Assets ", EDHEC Risk Asset Management Research Centre, EDHEC Working Paper. [More]

Le Sourd, V. (2007), "Performance Measurement for Traditional Investment, Literature Survey", EDHEC Publication, Janvier. [More]

Sender. S & P. Foulquier (2007), "QIS3: meaningful progress towards the implementation of Solvency II, but ground remains to be covered", EDHEC Risk and Asset Management Research Centre and EDHEC Financial Analysis and Accounting Research Centre, EDHEC Position Paper, June. [more]

Sender S. (February 2008) "QIS4: significant improvements, but the main risk for life insurance is not taken into account in the standard formula", EDHEC Risk Asset Management Research Centre, EDHEC Position Paper. [More]

Eagleeye J., H. Till (September 2007) " Risk Management and Portfolio Construction in a Commodity Futures Programme ", EDHEC Risk Asset Management Research Centre, EDHEC Working Paper. [More]

Till, H. (April 2006) "Structural Sources of Return and Risk in Commodity Futures Investments", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [More]

Till, H. (2006), "EDHEC Comments on the Amaranth Case: Early Lessons from the Debacle", EDHEC Risk and Asset Management Research Centre, EDHEC Position Paper, September [more]

Till, H. (November 2003) "Risk Measurement of Investments in the Satellite Ring of a Core-Satellite Portfolio: Traditional versus Alternative Approaches", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [More]

Till, H.(September 2005) "Portfolio Risk Measurement in Commodity Futures Investments", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [More]

Till, H.; J. Eagleeye (December 2005) "Challenges in Commodities Risk Management", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [More]

Till, H.; Till H.; Kins A.; (December 2005), "Natural Resources Fund-of-Funds : Active Management, Risk Management, and Due Diligence", EDHEC Risk & Asset Management Research Centre, EDHEC Working Paper.[More]

Till, H.(August 2007), "The Amaranth Collapse", EDHEC Risk & Asset Management Research Centre, EDHEC Working Paper.[More]

Till, H.(September 2001), "The Risk Considerations Unique to Hedge Funds", EDHEC Risk & Asset Management Research Centre, EDHEC Working Paper.[More]

Till, H.; Joseph Eagleeye (August 2006), "The Risks of Commodity Investing", EDHEC Risk & Asset Management Research Centre, EDHEC Working Paper.[More]

Till H. (July 2006), "Measuring Risk-Adjusted Returns in Alternative Investments", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [more]

Till H. (May 2007) "Trading Strategies in the current commodity Market Environment", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [More]

Till, H.; J. Gunzberg (April 2005) "Absolute Returns in Commodity (Natural Resource) Futures Investments", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [More]

Till, H.; J. Eagleeaye (November 2005) "Commodities - Active Strategies for Enhanced Return", EDHEC Risk and Asset Management Research Centre, Working Paper. [More]

Till, H. (January 2004) "On the Role of Hedge Funds in Institutional Portfolios", EDHEC Risk and Asset Management Research Centre, Working Paper. [More]

De Winne & R. & D'Hondt, C. (2007) : " Hide-and-Seek in the Market : Placing and Detecting Hidden Orders ", EDHEC Risk & Asset Management Research Centre. [more]