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...
(-1.00 B)

EDHEC Publications

Investors have thus shown growing interest in new forms of diversification, especially in investment vehicles that offer better protection during...
In particular, in an attempt to test whether achieving investability necessarily comes at the cost of representativity, as sometimes claimed by hedge...
However, while HNWI were looking for absolute returns, private and institutional investors are more focused on capital preservation and/or risk-...
Chapter : Time Diversification: The Case of Managed Futures. Chapter : How to Design a Commodity Futures Trading Program. Chapter : The...

Pages