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448 results

28.02.2022 - Article in a peer reviewed journal

Risk Parity and Beyond—From Asset Allocation to Risk Allocation Decisions

Lionel Martellini, Deguest Romain, Meucci Attilio

2022 Journal of Portfolio Management, Volume 48, February 2022, Pages 108 - 135

Read more
09.02.2022 - EDHEC publication

Pourquoi le rapport au risque d’un dirigeant influence les choix d’internationalisation de son entreprise

Hamid Boustanifar

2022 PRI, EDHEC VOX, February 2022

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07.02.2022 - EDHEC publication

The Agency of Greenwashing

Gianfranco Gianfrate

2022 EDHEC Risk Institute, EDHEC-Risk Institute publication, February 2022

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21.01.2022 - Article in a peer reviewed journal

A Multifactor Perspective on Volatility-Managed Portfolios

Raman Uppal, Demiguel Victor, Alberto Martin-Utrera

2022 SSRN, January 2022

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17.12.2021 - Article in a non peer reviewed journal

Is Basel Faulty? Bank Regulation Is Still Built on Shaky Foundations - Macroprudential Matters

Riccardo Rebonato

2021 Macroprudential Maters, December 2021, Pages 1 - 2

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16.12.2021 - Press article or interview

‘Retirement Bonds’ could increase income, lower risk: EDHEC

Lionel Martellini

2021

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10.12.2021 - Article in a peer reviewed journal

An Empirical Analysis of the Benefits of Corporate Bond Portfolio Optimization in the Presence of Duration Constraints

Vincent Milhau, Deguest Romain, Lionel Martellini

2021 Journal of Fixed Income, April 2022, Pages 50 - 82

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24.11.2021 - Book publication

Designing a Sustainable Financial System

Gianfranco Gianfrate

2021 November 2021

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24.11.2021 - Book publication

Goal-based Investing: Theory and practice

Lionel Martellini

2021 xxx, November 2021

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24.11.2021 - Book publication

Research Handbook of Finance and Sustainability

Gianfranco Gianfrate

2021 November 2021

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22.11.2021 - Press article or interview

Active ownership as a tool of greenwashing

Gianfranco Gianfrate

2021

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16.11.2021 - EDHEC publication

The EDHEC European ETF, Smart Beta and Factor Investing Survey 2021

Lionel Martellini, Véronique Le Sourd

2021 EDHEC Risk Institute, EDHEC-Risk Institute publication, November 2022

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01.11.2021 - Article in a peer reviewed journal

Cross-Sectional and Time-Series Momentum in the US Sovereign Bond Market

Riccardo Rebonato, Lionel Martellini

2021 Journal of Fixed Income, Volume 31, November 2021, Pages 20 - 40

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01.11.2021 - Article in a peer reviewed journal

Cross-Sectional and Time-Series Momentum in the US Sovereign Bond Market

Riccardo Rebonato, Lionel Martellini

2021 Journal of Fixed Income, Volume 31, November 2021, Pages 20 - 40

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28.10.2021 - EDHEC publication

Institutional Investors and Corporate Carbon Footprint: Global Evidence

Gianfranco Gianfrate

2021 EDHEC Risk Institute, EDHEC-Risk Institute publication, November 2021

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15.10.2021 - Article in a peer reviewed journal

Measuring and Managing the Opportunity Cost of Downside Risk Protection

Lionel Martellini, Vincent Milhau

2021 Journal of Portfolio Management, Volume 48, November 2021, Pages 21 - 42

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12.10.2021 - Article in a peer reviewed journal

Why Does the Cieslak-Povala Model Predict Treasury Returns?\\ A Reinterpretation

Riccardo Rebonato

2021 Journal of Fixed Income, Volume 32, April 2022, Pages 20 - 32

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04.10.2021 - Press article or interview

Greenwashing by major polluters and investors inflicting "mass destruction"

Gianfranco Gianfrate

2021

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01.10.2021 - Article in a peer reviewed journal

Sustainable Investing with ESG Rating Uncertainty

Abraham Lioui, Avramov Doron, Cheng Si, Tarelli Andrea

2021 Journal of Financial Economics, January 2021, Pages 1 - 63

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12.09.2021 - Article in a peer reviewed journal

National Climate Policies and Corporate Internal Carbon Pricing

Gianfranco Gianfrate

2021 Energy Journal, Volume 42, September 2021, Pages 87 - 98

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01.09.2021 - EDHEC publication

A Holistic Goal-Based Investing Framework for Analyzing Efficient Retirement Investment Decisions in the Presence of Long-Term Care Risk

Lionel Martellini, Vincent Milhau, Suri Anil

2021 EDHEC Risk Institute, EDHEC-Risk Institute publication, September 2021

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21.08.2021 - Article in a peer reviewed journal

Measuring and Managing ESG Risks in Sovereign Bond Portfolios and Implications for Sovereign Debt Investing

Lionel Martellini

2021 Journal of Portfolio Management, Volume 47, November 2021, Pages 198 - 223

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18.08.2021 - Article in a peer reviewed journal

Understanding Cash Flow Risk

Enrique Schroth, Mancini Loriano, Morellec Erwan, Valta Philip, Gryglewicz Sebastian

2021 Review of Financial Studies, November 2021, Pages 1 - 76

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30.07.2021 - Article in a peer reviewed journal

Predicting Future Yields and Risk Premia: The `Blue-Dots' Affine Model

Riccardo Rebonato, Ronzani Riccardo

2021 Journal of Fixed Income, Volume 30, November 2020, Pages 5 - 21

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25.07.2021 - Article in a peer reviewed journal

Sustainable investing with ESG rating uncertainty

Abraham Lioui, Avramov Doron, Tarelli Andrea, Cheng Si

2021 Journal of Financial Economics, Volume 145, August 2022, Pages 642 - 664

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25.07.2021 - Article in a peer reviewed journal

Sustainable investing with ESG rating uncertainty

Abraham Lioui, Doron Avramov, Andrea Tarelli, Si Cheng

2021 Journal of Financial Economics, Volume 145, August 2022, Pages 642 - 664

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09.07.2021 - Article in a peer reviewed journal

Sparse change-point VAR models

Arnaud Dufays, Rombouts Jeroen, Yong Song, Zhuo Li

2021 Journal of Applied Econometrics, Volume 36, November 2021, Pages 703 - 727

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02.07.2021 - Article in a peer reviewed journal

Is Convexity Efficiently Priced? Evidence from International Swap Markets

Riccardo Rebonato, Ronzani Riccardo

2021 Journal of Empirical Finance, Volume 63, September 2021, Pages 392 - 413

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02.07.2021 - Article in a peer reviewed journal

On the Resilience of ESG Stocks during COVID-19: Global Evidence

Gianfranco Gianfrate, Tim Kievid, Mathijs van Dijk

2021 Covid Economics, July 2021

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01.07.2021 - Article in a peer reviewed journal

Benefits of Open Architecture and Multi-Management in Real Estate Markets—Evidence from French Nonlisted Investment Trusts

Lionel Martellini

2021 Journal of Portfolio Management, July 2021

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29.06.2021 - Article in a peer reviewed journal

Value creation in shareholder activism

Schroth Enrique, Enrique Schroth, Albuquerque Rui, Fos Vyacheslav

2021 Journal of Financial Economics, Volume 145, August 2022, Pages 153 - 178

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28.06.2021 - EDHEC publication

Benefits of Open Architecture and Multi-Management in Real Estate Markets— Evidence from French Nonlisted Investment Trusts

Lionel Martellini

2021 EDHEC-Risk Institute publication, June 2021

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01.06.2021 - Chapter publication

Factor Investing in Sovereign Bond Markets

Lionel Martellini, Riccardo Rebonato, Frank Fabozzi

2021 McGraw Hill, xxx, June 2021, Pages 1 - 1840

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01.06.2021 - Chapter publication

Factor Investing in Sovereign Bond Markets

Lionel Martellini, Riccardo Rebonato, Frank Fabozzi

2021 McGraw Hill, xxx, June 2021, Pages 1 - 1840

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01.04.2021 - Article in a peer reviewed journal

How Do the Volatilities of Rates Depend on Their Level? The “Universal Relationship” Revisited

Riccardo Rebonato, Amir El Aouadi

2021 Journal of Fixed Income, April 2021

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30.03.2021 - EDHEC publication

Measuring and Managing ESG Risks in Sovereign Bond Portfolios and Implications for Sovereign Debt Investing

Lionel Martellini

2021 EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2021

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01.03.2021 - EDHEC publication

Climate change risk and corporate bonds

Gianfranco Gianfrate

2021 EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2021

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01.03.2021 - EDHEC publication

Diversification and insurance: which should come first?

Lionel Martellini, Vincent Milhau

2021 EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2021

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26.02.2021 - EDHEC publication

From climate change to asset prices

Riccardo Rebonato

2021 EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2021

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26.02.2021 - EDHEC publication

Introducing ESG with ETFs and in factor investing

Lionel Martellini, Véronique Le Sourd

2021 EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2021

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18.02.2021 - Article in a peer reviewed journal

Capital structure choices, pension fund allocation decisions and the rational pricing of liability streams

Lionel Martellini, Vincent Milhau

2021 Journal of Pension Economics & Finance, February 2021

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18.02.2021 - Article in a peer reviewed journal

Capital structure choices, pension fund allocation decisions and the rational pricing of liability streams

Vincent Milhau, Lionel Martellini

2021 Journal of Pension Economics and Finance, Volume 21, July 2022, Pages 425 - 445

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17.12.2020 - Press article or interview

L'investissement responsable peut changer notre avenir

Lionel Martellini

2020

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14.12.2020 - Press article or interview

Crise sanitaire : Garder le cap de la durabilité

Gianfranco Gianfrate

2020

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23.11.2020 - Press article or interview

Dealing with Distortions: Risk in the Covid Era

Riccardo Rebonato

2020

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19.11.2020 - Press article or interview

The post-pandemic bond world

Riccardo Rebonato

2020

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01.10.2020 - Article in a peer reviewed journal

Predicting Future Yields and Risk Premia: The Blue-Dot Affine Model

Riccardo Rebonato, Ronzani Riccardo

2020 Journal of Fixed Income, October 2020

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01.10.2020 - EDHEC publication

“Flexicure” retirement solutions: a part of the answer to the pension crisis?

Lionel Martellini, Vincent Milhau, Mulvey John

2020 EDHEC Risk Institute, EDHEC-Risk Institute publication, October 2020

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01.10.2020 - Book publication

Machine Learning for Asset Management: New Developments and Financial Applications

Emmanuel Jurczenko

2020 Wiley, -, October 2020

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21.09.2020 - EDHEC publication

The EDHEC european ETF, smart beta and factor investing survey 2020

Lionel Martellini, Véronique Le Sourd

2020 EDHEC Risk Institute, EDHEC-Risk Institute publication, September 2020

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