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The EDHEC European ETF and Smart Beta Survey 2016

Auteur(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...

Mass Customisation versus Mass Production in Retirement Investment Management: Addressing a “Tough Engineering Problem"

Auteur(s) : Lionel Martellini

This study shows that goal-based investing principles can be used to design scalable retirement investment strategies that meet individual investors...

Smart Beta Replication Costs

Auteur(s) : Mikheil Esakia

An important issue with smart beta strategies is that they typically entail higher replication costs than cap-weighted market indices. While this is...

Mettre l'emploi des jeunes et des seniors au coeur de la réforme du modèle social français

Auteur(s) : Arnaud Chéron

Depuis 10 ans, le pôle de recherche en économie de l'EDHEC Business School oriente ses travaux sur l’évaluation des politiques publiques. La...

Multi-Dimensional Risk and Performance Analysis for Equity Portfolios

Auteur(s) : Kevin Giron

Multi-factor models are standard tools for analysing the performance and the risk of equity portfolios. In addition to analysing the impact of common...

Investor Perceptions about Smart Beta ETFs

Auteur(s) : Noël Amenc

The aim of this study was to analyse the usage of exchange-traded funds (ETFs) in investment management and to give a detailed account of the current...

Factor Investing and Risk Allocation: From Traditional to Alternative Risk Premia Harvesting

Auteur(s) : Jean-Michel Maeso

This chair is examining performance portfolios with improved hedging benefits, hedging portfolios with...

The EDHEC European ETF Survey 2015

Auteur(s) : Noel Amenc

EDHEC-Risk Institute has announced the results of the EDHEC European ETF Survey 2015, a comprehensive survey...

Mass Customisation versus Mass Production in Investment Management

Auteur(s) : Lionel Martellini

On the institutional side, pension funds have been particularly impacted by the shift in most accounting standards towards the valuation of pension...

Introducing a Comprehensive Risk Allocation Framework for Goals-Based Wealth Management

Auteur(s) : Romain Deguest

Any investment process should start with a thorough understanding of the investor problem. Individual...

Factor Investing: A Welfare- Improving New Investment Paradigm or Yet Another Marketing Fad?

Auteur(s) : Lionel Martellini

Investment practice has recently witnessed the emergence of a new approach known as factor investing, which...

Le Fair Play Financier de l’UEFA est-il soluble dans le droit de la concurrence ?

Auteur(s) : Frederic Palomino

L’un des effets de cette réglementation est la limitation des investissements que peuvent réaliser certains...

Investor Interest in and Requirements for Smart Beta ETFs

Auteur(s) : Felix Goltz

Unlike conventional index funds, ETF units trade on stock exchanges at market-determined prices, thereby...

Alternative Equity Beta Investing: A Survey

Auteur(s) : Noel Amenc

Alternative equity beta investing has received increasing attention in the industry recently. Although...

Accounting for Geographic Exposure in Performance and Risk Reporting for Equity Portfolios

Auteur(s) : Noel Amenc

However, the practice is questionable in the context of a globalised marketplace where a company's...

The EDHEC European ETF Survey 2014

Auteur(s) : Noel Amenc

The aim of this study is to analyse the usage of exchange-traded funds (ETFs) in investment management and...

The Valuation of Privately-Held Infrastructure Equity Investments

Auteur(s) : Frederic Blanc-Brude

Such a framework is one of the key steps identified by EDHEC-Risk Institute as part of a roadmap to design...

Equity Portfolios with Improved Liability-Hedging Benefits

Auteur(s) : Guillaume Coqueret

How Much Construction Risk do Sponsors Take in Project Finance?

Auteur(s) : Frederic Blanc-Brude

Prior research has estimated that, depending on the point estimate, such cost increases can be as much as...

The Impact of Risk Controls and Strategy-Specific Risk Diversification on Extreme Risk

Auteur(s) : Lixia Loh

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About EDHEC

Located in Lille, Nice, Paris, London and Singapore, EDHEC is one of the 20 best business schools in the world. Resolutely international and directly connected to the world of business, it is known for the excellence of its research and its capacity to train entrepreneurs and managers able to move the lines.
A true laboratory of ideas, it produces innovative solutions recognized by companies.
Her research is irrigating her teaching based on "build people to build business" and "learning by doing".

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