LAMBERT Marie, PhD

Research Associate

Speciality : Asset Management

EDHEC Business School
393/400 Promenade des Anglais - BP3116
06202 Nice cedex 3 - France
Tel.: + 33 (0)4 93 18 99 66
Fax : + 33 (0)4 93 83 08 10

Email : marie.lambert@edhec.edu

Main academic publications

European Financial Management (2015), Journal of Empirical Finance (2013), Finance (2012), Journal of Derivatives and Hedge Funds (2012)

Documents to download

Pdf
CV LAMBERT Marie...
(-1.00 B)

Publications edhec

This paper thoroughly analyses competing construction methods for factoring characteristics into returns. We show the importance of ensuring a proper...
[field_documents]
This paper examines the dynamic trading strategies implemented by hedge fund managers using a Kalman filter of hedge fund betas across styles.
[field_documents]
This paper investigates the role that hedge funds, a proxy for sophisticated investors, play in the price discovery process between stock and option...
[field_documents]
Without losing in significance power, in beta consistency or in factor efficiency compared to the Fama and...
[field_documents]