- Why EDHEC
- All programmes
- Executive Education
- Research and Innovation
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Companies and careers
Working with and for companiesThe company is the focal point of EDHEC’s plan, and its reason for being.
- EDHEC Experience
Trend-Following Hedge Funds and Multi-Period Asset Allocation
Selected hedge funds employ trend-following strategies in an attempt to achieve superior risk adjusted returns.
Author(s):
Department of Operations Research & Financial Engineering, Princeton University
Associate professor of Finance, EDHEC Business SchoolMember of the EDHEC-Risk and Asset Management Research Centre
| Type: | Working paper |
|---|---|
| Date: | le 16/09/2002 |
| Extra information : | For more information, please contact Joanne Finlay, EDHEC Research and Development Department [ joanne.finlay@edhec.edu ] The contents of this paper do not necessarily reflect the opinions of EDHEC Business School. |
| Research Cluster : | Finance |
See Also
About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the top 15 European business schools. Fully international and directly connected to the business world, EDHEC is a school for business, rather than a business school, where excellence in teaching and research focuses on innovation to stimulate entrepreneurship and creativity. For business from birth and dedicated to business, EDHEC makes entrepreneurs for life, able to remodel or create successful businesses wherever they work.
EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching philosophy, inspired by its award-winning research activities, focuses on “learning by doing”.
