EDHEC Publication

Author(s) : Christophe Roquilly
Les usagers du droit évoluent dans un contexte de complexité croissante de la norme juridique, tant par son volume que par sa technicité. Le risque...
2019
Author(s) : Daniel Mantilla-Garcia
The estimation of the multiplier parameter of portfolio insurance is crucial for this kind of investment strategies because it determines the risk...
2019
Author(s) : Enrique ter Horst
The estimation of the multiplier parameter of portfolio insurance is crucial for this kind of investment strategies because it determines the risk...
2019
Author(s) : German Molina
The estimation of the multiplier parameter of portfolio insurance is crucial for this kind of investment strategies because it determines the risk...
2019
Author(s) : Emilien Audeguil
The estimation of the multiplier parameter of portfolio insurance is crucial for this kind of investment strategies because it determines the risk...
2019
Author(s) : Jean-Michel Maeso
Looking at momentum in fixed-income markets at the security level is very important, because studies that employ ‘synthetic’ zero-coupon bonds can be...
2019
Author(s) : Lionel Martellini
Looking at momentum in fixed-income markets at the security level is very important, because studies that employ ‘synthetic’ zero-coupon bonds can be...
2019
Author(s) : Riccardo Rebonato
Looking at momentum in fixed-income markets at the security level is very important, because studies that employ ‘synthetic’ zero-coupon bonds can be...
2019
Author(s) : Jean-Michel Maeso
Value has been recognised as one of the most important factors for equities since the pioneering work by Fama and MacBeth (1973). In equities, the...
2019
Author(s) : Lionel Martellini
Value has been recognised as one of the most important factors for equities since the pioneering work by Fama and MacBeth (1973). In equities, the...
2019
Author(s) : Riccardo Rebonato
Value has been recognised as one of the most important factors for equities since the pioneering work by Fama and MacBeth (1973). In equities, the...
2019
Author(s) : Jean-Michel Maseo
This paper has been produced as part of the "ETF, Indexing and Smart Beta Investment Strategies" Research Chair at EDHEC-Risk Institute, in...
2019
Author(s) : Lionel Martellini
This paper has been produced as part of the "ETF, Indexing and Smart Beta Investment Strategies" Research Chair at EDHEC-Risk Institute, in...
2019
Author(s) : Riccardo Rebonato
This paper has been produced as part of the "ETF, Indexing and Smart Beta Investment Strategies" Research Chair at EDHEC-Risk Institute, in...
2019
Author(s) : Noël Amenc, PhD
The 2019 EDHECinfra / Global Infrastructure Hub survey of infrastructure investors focused on the role of benchmarks and revealed a number of key...
2019
Author(s) : Frédéric Blanc-Brude
The 2019 EDHECinfra / Global Infrastructure Hub survey of infrastructure investors focused on the role of benchmarks and revealed a number of key...
2019
Author(s) : Abhishek Gupta
The 2019 EDHECinfra / Global Infrastructure Hub survey of infrastructure investors focused on the role of benchmarks and revealed a number of key...
2019
Author(s) : Jing Li Yim
The 2019 EDHECinfra / Global Infrastructure Hub survey of infrastructure investors focused on the role of benchmarks and revealed a number of key...
2019

Pages