LE SOURD Véronique

Senior Research Engineer

Speciality : Finance

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 : veronique.lesourd@edhec.edu

Main academic publications

Journal of Indexes (2013), The Journal of Index Investing (2011), Bankers, Markets & Investors (2010 ; 2012), Funds Europe (2010), Investment Management Review (2011), European Financial Management (2009), Banques & Marchés (2008), Journal of Performance Measurement (2007)

Documents to download

Pdf
CV LE SOURD Véronique...
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Publications edhec

The survey was conducted as part of the Amundi research chair at EDHEC-Risk Institute on "ETF, Indexing and Smart Beta Investment Strategies".
In the past few years, equity factor investing has become increasingly popular among institutional investors and their managers. At the start, and...
The present survey aims to provide insights into investor perceptions on exchange-traded funds (ETFs) and smart beta strategies. While there is ample...
The aim of this study was to analyse the usage of exchange-traded funds (ETFs) in investment management and to give a detailed account of the current...
This chair analyses the developments in the use of exchange-traded funds as part of the asset allocation process and looks at advanced forms of risk...
The extraordinary events of 2008 were not without an impact on hedge fund returns. Funds of hedge funds lost 17% in 2008, posting their worst annual...
In Hedge Fund Performance in 2007, Véronique Le Sourd, Senior Research Engineer with the EDHEC Risk and Asset Management Research Centre provides a...

Press Articles

"(…) It is a common belief that ETFs tracking smart beta indices (non-market-cap weighting schemes and/or factor exposure) exhibit weak replication...