LAMBERT Marie, PhD

Research Associate, EDHEC-Risk Institute

Speciality : Asset Management

Contact

Email : marie.lambert@edhec.edu

Main academic publications

Journal of Banking & Finance (2020), The Journal of Portfolio Management (2019), European Financial Management (2015), Journal of Empirical Finance (2013), Finance (2012), Journal of Derivatives and Hedge Funds (2012)

Documents to download

Pdf
CV - Marie Lambert, PhD...
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EDHEC Publications

This paper investigates the mean-variance and diversification properties of risk-based strategies performed on style or basis portfolios. We show...
The Journal of Portfolio Management, Vol. 45, Issue 4, April 2019  
This paper thoroughly analyses competing construction methods for factoring characteristics into returns. We show the importance of ensuring a proper...
This paper explores the gamma trading, timing and managerial skills of individual hedge funds across categories. We replicate the non-linear payoffs...

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