EDHEC Publication

EDHEC Publication

Maximising the Volatility Return: A Risk-Based Strategy for Homogeneous Groups of Assets

Author(s) : Daniel Mantilla-Garcia
The long-term performance of any portfolio can be decomposed as the sum of the weighted average long-term return of its assets plus the volatility...
2018

EDHEC Publication

Applying Goal-Based Investing Principles to the Retirement Problem

Author(s) : Kevin Giron
In most developed countries, pension systems are being threatened by rising demographic imbalances as well as lower growth in productivity. With the...
2018

EDHEC Publication

Applying Goal-Based Investing Principles to the Retirement Problem

Author(s) : Lionel Martellini
In most developed countries, pension systems are being threatened by rising demographic imbalances as well as lower growth in productivity. With the...
2018

EDHEC Publication

Applying Goal-Based Investing Principles to the Retirement Problem

Author(s) : Vincent Milhau
In most developed countries, pension systems are being threatened by rising demographic imbalances as well as lower growth in productivity. With the...
2018

EDHEC Publication

Applying Goal-Based Investing Principles to the Retirement Problem

Author(s) : John Mulvey
In most developed countries, pension systems are being threatened by rising demographic imbalances as well as lower growth in productivity. With the...
2018

EDHEC Publication

Applying Goal-Based Investing Principles to the Retirement Problem

Author(s) : Anil Suri
In most developed countries, pension systems are being threatened by rising demographic imbalances as well as lower growth in productivity. With the...
2018

EDHEC Publication

Tome La Siguiente Salida (Take the Next Exit)

Author(s) : Silvia Garcia Moraleja
In this case study, we examine a disastrous series of private infrastructure equity and debt investments: ten Spanish toll roads procured between...
2018

EDHEC Publication

Tome La Siguiente Salida (Take the Next Exit)

Author(s) : Frédéric Blanc-Brude
In this case study, we examine a disastrous series of private infrastructure equity and debt investments: ten Spanish toll roads procured between...
2018

EDHEC Publication

Tome La Siguiente Salida (Take the Next Exit)

Author(s) : Tim Whittaker
In this case study, we examine a disastrous series of private infrastructure equity and debt investments: ten Spanish toll roads procured between...
2018

EDHEC Publication

Smart Beta and Beyond: Maximising the Benefits of Factor Investing

Author(s) : Lionel Martellini
Factor investing is an investment paradigm under which an investor decides how much to allocate to various factors, as opposed to various securities...
2018

EDHEC Publication

Smart Beta and Beyond: Maximising the Benefits of Factor Investing

Author(s) : Vincent Milhau
Factor investing is an investment paradigm under which an investor decides how much to allocate to various factors, as opposed to various securities...
2018

EDHEC Publication

Maximising an Equity Portfolio Excess Growth Rate: A New Form of Smart Beta Strategy?

Author(s) : Jean-Michel Maeso
It has been argued that the simple act of resetting portfolio weights back to the original weights can be a source of additional performance. This...
2017

EDHEC Publication

Maximising an Equity Portfolio Excess Growth Rate: A New Form of Smart Beta Strategy?

Author(s) : Lionel Martellini
It has been argued that the simple act of resetting portfolio weights back to the original weights can be a source of additional performance. This...
2017

EDHEC Publication

Private Infrastructure Debt Broad Market Indices

Author(s) : Frédéric Blanc-Brude
The purpose of the present publication, “Infrastructure Debt Index: Benchmarking Private European Infrastructure Debt 2000-2016,” which is drawn from...
2017

EDHEC Publication

Private Infrastructure Debt Broad Market Indices

Author(s) : Aurelie Cheng
The purpose of the present publication, “Infrastructure Debt Index: Benchmarking Private European Infrastructure Debt 2000-2016,” which is drawn from...
2017

EDHEC Publication

Private Infrastructure Debt Broad Market Indices

Author(s) : Majid Hasan
The purpose of the present publication, “Infrastructure Debt Index: Benchmarking Private European Infrastructure Debt 2000-2016,” which is drawn from...
2017

EDHEC Publication

Private Infrastructure Debt Broad Market Indices

Author(s) : Qi Wang
The purpose of the present publication, “Infrastructure Debt Index: Benchmarking Private European Infrastructure Debt 2000-2016,” which is drawn from...
2017

EDHEC Publication

Private Infrastructure Debt Broad Market Indices

Author(s) : Tim Whittaker
The purpose of the present publication, “Infrastructure Debt Index: Benchmarking Private European Infrastructure Debt 2000-2016,” which is drawn from...
2017

EDHEC Publication

The EDHEC European ETF and Smart Beta Survey 2016

Author(s) : Noël Amenc
The present survey aims to provide insights into investor perceptions on exchange-traded funds (ETFs) and smart beta strategies. While there is ample...
2017

EDHEC Publication

The EDHEC European ETF and Smart Beta Survey 2016

Author(s) : Felix Goltz
The present survey aims to provide insights into investor perceptions on exchange-traded funds (ETFs) and smart beta strategies. While there is ample...
2017

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