EDHEC Publication

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
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
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
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
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
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
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
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
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
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
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

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