EDHEC Publication

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
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

Pages