VAISSIE Mathieu, PhD

Research Associate

Speciality : Finance

EDHEC Business School
393/400 Promenade des Anglais - BP3116
06202 Nice cedex 3 - France

Phone: + 33 (0)4 93 18 99 66
Fax: + 33 (0)4 93 83 08 10

Email : mathieu.vaissie@edhec.edu

Main academic publications

Banques & Marchés (2003), Journal of Asset Management (2003), Financial Stability Review (2003), Journal of Alternative Investments (2004 ; 2006 ; 2012), Journal of Indexes (2005), Journal of Risk Finance (2006), Risk (2006), European Financial Management (2007), Journal of Banking and Finance (2012),

Documents to download

Pdf
CV VAISSIE Mathieu...
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Publications edhec

We then propose to leverage on this factor to identify fund of hedge fund managers who turn out to be good...
Changes in the regulatory framework and in accounting rules make it even trickier for insurance companies....
Still, funds of hedge funds keep on experiencing outflows. Can this phenomenon be explained by the failure...
This inadequacy came to light in a study published by Edhec in 2003, a study that showed that a very large...
Initially reserved for high net worth individuals (henceforth HNWI), they progressively drew the attention of individual and institutional...
This is all the more striking in that funds of funds are far from transparent and, with their double-fee structure, are relatively costly...
Chapter : Die Vorteile von Hedgefonds im Asset Liability-Management. Chapter : Portable Alpha- und Portable Beta-Strategien in der Eurozone....
Unfortunately, these studies focus almost exclusively on alpha. In the present paper, we show the importance of considering not only the...
Investors have thus shown growing interest in new forms of diversification, especially in investment...
In particular, in an attempt to test whether achieving investability necessarily comes at the cost of representativity, as sometimes claimed...
However, while HNWI were looking for absolute returns, private and institutional investors are more focused...
Chapter : Time Diversification: The Case of Managed Futures. Chapter : How to Design a Commodity Futures Trading Program. Chapter : The...
Institutional investors' increasing interest in hedge funds and the massive inflow of capital that has...