VAISSIE Mathieu, PhD

Research Associate, EDHEC-Risk Institute

Speciality : Finance

Contact

Email : research@edhec-risk.com

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 - Mathieu Vaissié, PhD...
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EDHEC Publications

Initially reserved for high net worth individuals (henceforth HNWI), they progressively drew the attention of individual and institutional investors...
This is all the more striking in that funds of funds are far from transparent and, with their double-fee structure, are relatively costly investment...
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 exposure to...

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