Quantitative Research Analyst

Speciality : Finance

393, 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 :

Publications edhec

An important issue with smart beta strategies is that they typically entail higher replication costs than cap-weighted market indices. While this is...
EDHEC-Risk Institute has announced the results of the EDHEC European ETF Survey 2015, a comprehensive survey...
Journal of Portfolio Management, Volume 42, No.2, Winter 2016, pp64-76.
The Journal of Portfolio Management, Winter 2016, Vol. 42, No. 2, pp64-76.
While there is a consensus on the factors that are rewarded over the long term, it must be acknowledged that the implementation of factor investing,...

Press Articles

Aucune publication de la part de ce professeur