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448 results

23.09.2019 - Press article or interview

Buzz around factor investing in fixed income is growing

Lionel Martellini

2019

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23.09.2019 - EDHEC publication

The EDHEC european ETF, smart beta and factor investing survey 2019

Lionel Martellini, Véronique Le Sourd

2019 EDHEC Risk Institute, EDHEC-Risk Institute publication, September 2019

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23.09.2019 - Press article or interview

Investors call on ETF issuers to develop fixed income smart beta products further

Lionel Martellini

2019

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18.09.2019 - Working paper

Cash flow shocks and corporate liquidity

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

2019 September 2020

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17.09.2019 - Press article or interview

The (Many) Problems of an Inverted Yield Curve

Riccardo Rebonato

2019

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02.09.2019 - Press article or interview

A promising start, but more work is needed

Riccardo Rebonato, Lionel Martellini

2019

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02.09.2019 - Press article or interview

A promising start, but more work is needed

Riccardo Rebonato, Lionel Martellini

2019

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22.08.2019 - Press article or interview

EDHEC’s Rebonato predicts ‘new dawn’ in fixed income investing

Riccardo Rebonato

2019

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31.07.2019 - Article in a peer reviewed journal

Crowdfunding for Sustainability Ventures

Gianfranco Gianfrate

2019 Journal of Cleaner Production, Volume 237, November 2019, Pages 1 - 11

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18.07.2019 - Article in a peer reviewed journal

FLEXICURE" RETIREMENT SOLUTIONS: A PART OF THE ANSWER TO THE PENSIONS CRISIS?

Lionel Martellini, Vincent Milhau, Mulvey John

2019 Journal of Portfolio Management, July 2019

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05.07.2019 - EDHEC publication

A financially justifiable and practically implementable approach to coherent stress testing

Riccardo Rebonato

2019 EDHEC Risk Institute, EDHEC-Risk Institute publication, July 2019

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01.07.2019 - Article in a peer reviewed journal

"Flexicure" Retirement Solutions: A Part of the Answer to the Pension Crisis?

Vincent Milhau, Lionel Martellini, Mulvey John

2019 Journal of Portfolio Management, Volume 45, July 2019, Pages 136 - 151

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29.06.2019 - Book publication

Handbook of Green Finance

Gianfranco Gianfrate

2019 June 2019

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25.06.2019 - Chapter publication

Stimulating Non-bank Financial Institutions’ Participation in Green Investments

Gianfranco Gianfrate

2019 June 2019, Pages 1 - 24

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28.05.2019 - Article in a peer reviewed journal

Future-Proof Your Climate Strategy

Joseph E. Aldy, Gianfranco Gianfrate

2019 Harvard Business Review, May 2019

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27.05.2019 - EDHEC publication

Factor investing in fixed-income - defining and exploiting value in sovereign bond markets

Lionel Martellini, Riccardo Rebonato

2019 EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2019

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27.05.2019 - EDHEC publication

Factor investing in fixed-incomeE - cross-sectional and time-series momentum in sovereign bond markets

Lionel Martellini, Riccardo Rebonato

2019 EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2019

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27.05.2019 - EDHEC publication

Factor investing in fixed-income - defining and exploiting value in sovereign bond markets

Lionel Martellini, Riccardo Rebonato

2019 EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2019

Read more
27.05.2019 - EDHEC publication

Factor investing in fixed-incomeE - cross-sectional and time-series momentum in sovereign bond markets

Lionel Martellini, Riccardo Rebonato

2019 EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2019

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16.05.2019 - EDHEC publication

Factor investing in sovereign bond markets – A time-series perspective

Lionel Martellini, Riccardo Rebonato

2019 EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2019

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16.05.2019 - EDHEC publication

Factor investing in sovereign bond markets – A time-series perspective

Lionel Martellini, Riccardo Rebonato

2019 EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2019

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01.05.2019 - Article in a peer reviewed journal

Future-Proof Your Climate Strategy

Joseph E. Aldy, Gianfranco Gianfrate

2019 Harvard Business Review, May 2019

Read more
16.04.2019 - Article in a non peer reviewed journal

Future-Proof Your Climate Strategy

Gianfranco Gianfrate

2019 Harvard Business Review, May 2019, Pages 91 - 101

Read more
08.04.2019 - Article in a non peer reviewed journal

Introducing "flexicure" retirement solutions

Lionel Martellini, Vincent Milhau

2019 RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, Volume 1, April 2019, Pages 1 - 38

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02.04.2019 - Article in a peer reviewed journal

Do crowdfunding returns reward risk? Evidences from clean-tech projects

Gianfranco Gianfrate

2019 Technological Forecasting and Social Change, Volume volume 141, August 2019, Pages 107 - 116

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01.04.2019 - Article in a non peer reviewed journal

Factor investing in sovereign bond markets: A time-series analysis of the level factor

Riccardo Rebonato, Lionel Martellini

2019 RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, Volume 1, April 2019, Pages 1 - 38

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01.04.2019 - Article in a peer reviewed journal

A Factor and Goal Goal-Driven Model for Defined Benefit Pensions: Setting Realistic Benefits

Lionel Martellini, Mulvey John, Hao Han, Li Nongchao

2019 Journal of Portfolio Management, Volume 45, April 2019, Pages 165 - 177

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01.04.2019 - Article in a non peer reviewed journal

Factor investing in sovereign bond markets: A time-series analysis of the level factor

Riccardo Rebonato, Lionel Martellini

2019 RESEARCH FOR INSTITUTIONAL MONEY MANAGEMENT - A Supplement to PENSIONS & INVESTMENTS, Volume 1, April 2019, Pages 1 - 38

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01.04.2019 - Article in a peer reviewed journal

Macroeconomic environment, money demand and portfolio choice

Abraham Lioui

2019 European Journal of Operational Research, Volume 274, April 2019, Pages 357 - 374

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04.03.2019 - EDHEC publication

‘Flexicure’ retirement solutions: A part of the answer to the pension crisis?

Lionel Martellini, Vincent Milhau

2019 EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2019

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01.03.2019 - Article in a peer reviewed journal

The "Small World" of Private Equity Funds

Gianfranco Gianfrate, Francesco Brambati

2019 The Journal of Private Equity, Volume 22, March 2019, Pages 27 - 35

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01.03.2019 - Article in a peer reviewed journal

A Factor- and Goal-Driven Model for Defined Benefit Pensions: Setting Realistic Benefits

John M. Mulvey, Lionel Martellini, Li Nongchao

2019 Journal of Portfolio Management, March 2019

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01.03.2019 - EDHEC publication

Factor investing in sovereign bond markets: A time-series analysis of the level factor

Riccardo Rebonato, Lionel Martellini

2019 EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2019

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01.03.2019 - EDHEC publication

Factor investing in sovereign bond markets: A time-series analysis of the level factor

Riccardo Rebonato, Lionel Martellini

2019 EDHEC Risk Institute, EDHEC-Risk Institute publication, March 2019

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03.02.2019 - Article in a peer reviewed journal

The green advantage: Exploring the convenience of issuing green bonds

Gianfranco Gianfrate

2019 Journal of Cleaner Production, Volume 219, May 2019, Pages 127 - 135

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01.12.2018 - Article in a peer reviewed journal

The “Small World” of Private Equity Funds

Gianfranco Gianfrate

2018 Journal of Private Equity, February 2019, Pages 1 - 12

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08.10.2018 - Article in a peer reviewed journal

Predicting Returns in US Treasuries: Do Tents Matter?

Riccardo Rebonato

2018 International Journal of Theoretical and Applied Finance, Volume 21, October 2018, Pages 1850047-1 - 1850047-13

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28.09.2018 - Article in a peer reviewed journal

A Financially Justifiable and Practically Implementable Approach to Coherent Stress Testing

Riccardo Rebonato

2018 Quantitative Finance, Volume 19, May 2019, Pages 827 - 842

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20.09.2018 - EDHEC publication

The EDHEC european ETF, smart beta and factor investing survey 2018

Lionel Martellini, Véronique Le Sourd, Felix Goltz

2018 EDHEC Risk Institute, EDHEC-Risk Institute publication, September 2018

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03.09.2018 - EDHEC publication

Predicting risk premia for treasury bonds: the ERI risk premium monitor

Riccardo Rebonato

2018 EDHEC Risk Institute, EDHEC-Risk Institute publication, September 2017

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03.09.2018 - Article in a peer reviewed journal

A Reinterpretation of the Optimal Demand for Risky Assets in Fund Separation Theorems

Vincent Milhau, Deguest Romain, Lionel Martellini

2018 Management Science, September 2018, Pages 4333 - 4347

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03.09.2018 - Press article or interview

Bank Valuation Using Multiples in US and Europe: An Historical Perspective

Gianfranco Gianfrate

2018

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02.08.2018 - Article in a peer reviewed journal

Sovereign to Corporate Risk Spillovers

Hamid Boustanifar, Augustin Patrick, Breckenfelder Johannes, Schnitzler Jan

2018 Journal of Money, Credit and Banking, Volume 50, August 2018, Pages 857 - 891

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24.07.2018 - EDHEC publication

Introducing "Flexicure" goal-based investing retirement solutions

Lionel Martellini, Vincent Milhau, Mulvey John

2018 EDHEC Risk Institute, EDHEC-Risk Institute publication, July 2018

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02.07.2018 - Article in a peer reviewed journal

Bond Portfolio Optimization in the Presence of Duration Constraints

Vincent Milhau, Deguest Romain, Frank Fabozzi, Lionel Martellini

2018 Journal of Fixed Income, Volume 1, July 2018, Pages 6 - 26

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18.06.2018 - Article in a non peer reviewed journal

Real Estate Factor Modelling: A Literature Review

Nikolaos Tessaromatis

2018 Real estate factor modelling, June 2018, Pages 1 - 13

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02.05.2018 - EDHEC publication

Applying goal-based investing principles to the retirement problem

Lionel Martellini, Mulvey John, Vincent Milhau

2018 EDHEC Risk Institute, EDHEC-Risk Institute publication, May 2018

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01.05.2018 - Book publication

Bond Pricing and Yield Curve Modeling - A Structural Approach

Riccardo Rebonato

2018 Cambridge University Press, Cambridge, May 2018

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04.04.2018 - Article in a peer reviewed journal

A Financially Motivated Extension of the Heston Model for a Joint ℙ- and ℚ-Dynamics Analysis of Variance

Riccardo Rebonato, Chu Ming Ng Chu

2018 Journal of Derivatives, April 2018

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15.03.2018 - Article in a peer reviewed journal

Capital Structure Decisions and the Optimal Design of Corporate Market Debt Programs

Vincent Milhau, Lionel Martellini, Tarelli Andrea

2018 Journal of Corporate Finance, Volume 49, April 2018, Pages 141 - 167

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