EDHEC Publication

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

Author(s) : Lionel Martellini

This study, “Measuring and Managing ESG Risks in Sovereign Bond Portfolios and Implications for Sovereign Debt Investing" demonstrates that...

2021

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

Author(s) : Lou-Salomé Vallée

This study, “Measuring and Managing ESG Risks in Sovereign Bond Portfolios and Implications for Sovereign Debt Investing" demonstrates that...

2021

Risk Optimizations on Basis Portfolios: The Role of Sorting

Author(s) : Marie Lambert

This paper investigates the mean-variance and diversification properties of risk-based strategies performed on style or basis portfolios. We show...

2020

Risk Optimizations on Basis Portfolios: The Role of Sorting

Author(s) : Boris Fays

This paper investigates the mean-variance and diversification properties of risk-based strategies performed on style or basis portfolios. We show...

2020

Risk Optimizations on Basis Portfolios: The Role of Sorting

Author(s) : Nicolas Papageorgiou

This paper investigates the mean-variance and diversification properties of risk-based strategies performed on style or basis portfolios. We show...

2020

CLIMATE CHANGE AND CREDIT RISK

Author(s) : Giusy Capasso

Authors investigate the relationship between exposure to climate change and firm credit risk. They show that the distance-to-default, a widely used...

2020

CLIMATE CHANGE AND CREDIT RISK

Author(s) : Gianfranco Gianfrate

Authors investigate the relationship between exposure to climate change and firm credit risk. They show that the distance-to-default, a widely used...

2020

CLIMATE CHANGE AND CREDIT RISK

Author(s) : Marco Spinelli

Authors investigate the relationship between exposure to climate change and firm credit risk. They show that the distance-to-default, a widely used...

2020

PREDICTING AND DECOMPOSING THE RISK OF DATA-DRIVEN PORTFOLIOS

Author(s) : Nabil Bouamara

Sophisticated algorithmic techniques are complementing human judgement across the fund industry. Whatever the type of rebalancing that occurs in the...

2020

PREDICTING AND DECOMPOSING THE RISK OF DATA-DRIVEN PORTFOLIOS

Author(s) : Kris Boudt

Sophisticated algorithmic techniques are complementing human judgement across the fund industry. Whatever the type of rebalancing that occurs in the...

2020

PREDICTING AND DECOMPOSING THE RISK OF DATA-DRIVEN PORTFOLIOS

Author(s) : Jürgen Vandenbroucke

Sophisticated algorithmic techniques are complementing human judgement across the fund industry. Whatever the type of rebalancing that occurs in the...

2020

FACTOR INVESTING IN LIABILITY-DRIVEN AND GOAL-BASED INVESTMENT SOLUTIONS

Author(s) : Lionel Martellini

A new approach known as factor investing has recently emerged in investment practice, which recommends that allocation decisions be expressed in...

2020

FACTOR INVESTING IN LIABILITY-DRIVEN AND GOAL-BASED INVESTMENT SOLUTIONS

Author(s) : Vincent Milhau

A new approach known as factor investing has recently emerged in investment practice, which recommends that allocation decisions be expressed in...

2020

Performance 21 Traité de la Performance et de la création de valeur de l'entreprise au 21ème siècle - Partie 1

Author(s) : Philippe Foulquier

2020

Performance 21 Traité de la Performance et de la création de valeur de l'entreprise au 21ème siècle - Partie 1

Author(s) : Max Berre

2020

Performance 21 Traité de la Performance et de la création de valeur de l'entreprise au 21ème siècle - Partie 1

Author(s) : Yan Du

2020

Performance 21 Traité de la Performance et de la création de valeur de l'entreprise au 21ème siècle - Partie 1

Author(s) : Marieke Delanghe

2020

Performance 21 Handbook of Business performance and value creation in the 21st Century - Part 1

Author(s) : Philippe Foulquier

2020

Performance 21 Handbook of Business performance and value creation in the 21st Century - Part 1

Author(s) : Max Berre

2020

Performance 21 Handbook of Business performance and value creation in the 21st Century - Part 1

Author(s) : Yan Du

2020

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About EDHEC

Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 15 European business schools. Fully international and directly connected to the business world, EDHEC is a school for business, rather than a business school, where excellence in teaching and research focuses on innovation to stimulate entrepreneurship and creativity. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching philosophy, inspired by its award-winning research activities, focuses on “learning by doing”.

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