Working paper

Author(s) : Noel Amenc
While it has often been argued that ETFs were natural investment vehicles for implementing passive indexing strategies, we show in this paper that...
2004
Author(s) : Jean-Rene Giraud
While it has often been argued that ETFs were natural investment vehicles for implementing passive indexing strategies, we show in this paper that...
2004
Author(s) : Philippe Malaise
While it has often been argued that ETFs were natural investment vehicles for implementing passive indexing strategies, we show in this paper that...
2004
Author(s) : Lionel Martellini
While it has often been argued that ETFs were natural investment vehicles for implementing passive indexing strategies, we show in this paper that...
2004
Author(s) : Noel Amenc
Investors have thus shown growing interest in new forms of diversification, especially in investment vehicles that offer better protection during...
2004
Author(s) : Jean Rene Giraud
Investors have thus shown growing interest in new forms of diversification, especially in investment vehicles that offer better protection during...
2004
Author(s) : Lionel Martellini
Investors have thus shown growing interest in new forms of diversification, especially in investment vehicles that offer better protection during...
2004
Author(s) : Mathieu Vaissie
Investors have thus shown growing interest in new forms of diversification, especially in investment vehicles that offer better protection during...
2004
Author(s) : Walter Gehin
The explanation for this complexity lies in the particular features of alternative funds. Hedge funds invest in a heterogeneous range of financial...
2004
Author(s) : Lionel Martellini
In particular, in an attempt to test whether achieving investability necessarily comes at the cost of representativity, as sometimes claimed by hedge...
2004
Author(s) : Mathieu Vaissie
In particular, in an attempt to test whether achieving investability necessarily comes at the cost of representativity, as sometimes claimed by hedge...
2004
Author(s) : Felix Goltz
In particular, in an attempt to test whether achieving investability necessarily comes at the cost of representativity, as sometimes claimed by hedge...
2004
Author(s) : Christophette Blanchet-Scalliet
We first argue that specific timing risk is induced by the presence of an uncertain time-horizon if and only if the random time under consideration...
2004
Author(s) : Nicole El Karoui
We first argue that specific timing risk is induced by the presence of an uncertain time-horizon if and only if the random time under consideration...
2004
Author(s) : Lionel Martellini
We first argue that specific timing risk is induced by the presence of an uncertain time-horizon if and only if the random time under consideration...
2004
Author(s) : Mathieu Vaissie
However, while HNWI were looking for absolute returns, private and institutional investors are more focused on capital preservation and/or risk-...
2004
Author(s) : Francois-Serge Lhabitant
However, over the recent years, hedge funds have generally substantially outperformed equities, with much lower volatility. As a consequence, they...
2004

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