Faculty Research Expertise

Towards the Design of Better Equity Benchmarks

How Costly Is Regulatory Short-Termism for Defined-Benefit Pension Funds?

Production-Based Asset Pricing in a Monetary Economy: Theory and Evidence

The EDHEC European ETF Survey 2008

PARTNERSHIP VERSUS CORPORATION: UNTANGLING THE GOVERNANCE DILEMMA OF CORPORATE VENTURE CAPITAL

EDHEC European Investment Practices Survey

The handbook of finance.

Improved Forecasts of Higher-Order Co-moments and Implications for Portfolio Selection

Extending Black-Litterman Analysis Beyond the Mean-Variance Framework

A Copula Approach to Value-at-Risk Estimation for Fixed-Income Portfolios

Derivatives Strategies for Bond Portfolios

Exploiting Predictability in the Time-Varying Shape of the Term Structure of Interest Rates

The Myths and Limits of Passive Hedge Fund Replication

SHAREHOLDERS’ COALITIONS AND CONTROL CONTESTABILITY: THE CASE OF ITALIAN VOTING TRUST AGREEMENTS

Optimal Investment Decisions When Time Horizon is Uncertain

What Do Shareholders’ Coalitions Really Want? Evidence from Italian voting trusts

Exchange-Traded Fixed-Income Derivatives in Asset Management and Asset-Liability Management

Asset-Liability Management Decisions in Private Banking

The Impact of IFRS and Solvency II on Asset-Liability Management and Asset Management in Insurance Companies

The EDHEC European ETF Survey 2006

Managing Pension Assets: from Surplus Optimization to Liability-Driven Investment

Advanced bond portfolio management : best practices in modeling and strategies.

Hedge funds and managed futures : a handbook for institutional investors.

Static Mean-Variance Analysis with Uncertain Time Horizon

Hedge Funds from the Institutional Investor’s Perspective

Dynamic asset allocation with forwards and futures.