EDHEC Publication

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...

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...

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...

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...

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...

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...

Auteur(s) : Jean-Michel Maeso
This chair is examining performance portfolios with improved hedging benefits, hedging portfolios with...

Auteur(s) : Noel Amenc
EDHEC-Risk Institute has announced the results of the EDHEC European ETF Survey 2015, a comprehensive survey...

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...

Auteur(s) : Romain Deguest
Any investment process should start with a thorough understanding of the investor problem. Individual...

Auteur(s) : Lionel Martellini
Investment practice has recently witnessed the emergence of a new approach known as factor investing, which...

Auteur(s) : Frederic Palomino
L’un des effets de cette réglementation est la limitation des investissements que peuvent réaliser certains...

Auteur(s) : Felix Goltz
Unlike conventional index funds, ETF units trade on stock exchanges at market-determined prices, thereby...

Auteur(s) : Noel Amenc
Alternative equity beta investing has received increasing attention in the industry recently. Although...

Auteur(s) : Noel Amenc
However, the practice is questionable in the context of a globalised marketplace where a company's...

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

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...

Auteur(s) : Frederic Blanc-Brude
Prior research has estimated that, depending on the point estimate, such cost increases can be as much as...

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