
Véronique Le Sourd
EDHEC Climate Institute Senior Research Engineer
Main contributions
Journal of Portfolio Management (2021), Journal of Indexes (2013), The Journal of Index Investing (2011), Bankers, Markets & Investors (2010 ; 2012), Funds Europe (2010), Investment Management Review (2011), European Financial Management (2009), Banques & Marchés (2008), Journal of Performance Measurement (2007)
Bio
Véronique Le Sourd is a senior research engineer with the EDHEC Climate Institute. She holds a Master’s Degree in Applied Mathematics from the Pierre and Marie Curie University in Paris. She is a Chartered Alternative Investment Analyst® and she is also a PhD candidate in finance at the University of Nice-Sophia Antipolis. Her research focus is on performance measurement, indices and benchmarks, socially responsible investment (SRI) and ESG. She has published articles on performance measurement, indices and SRI / ESG, and books on portfolio management and performance measurement.
Publications of Véronique Le Sourd
The Performance of Socially Responsible Investment and Sustainable Development in France: An Update after the Financial Crisis
EDHEC Position paper, September 2013
Assessing the Quality of Asian Stock Market Indices
EDHEC-Risk Institute publication, February 2013
Reactions to “A Review of Corporate Bond Indices: Construction Principles, Return Heterogeneity, and Fluctuations in Risk Exposures”
EDHEC-Risk Institute publication, February 2013
Performance of Socially Responsible Investment Funds against an Efficient SRI Index: The Impact of Benchmark Choice when Evaluating Active Managers
EDHEC-Risk Institute publication, September 2011
Does Finance Theory Make the Case for Capitalisation- Weighted Indexing?
EDHEC-Risk Institute publication, January 2010
Derniers articles EDHEC Vox
ESG : What do investors expect?
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Véronique Le Sourd , EDHEC Climate Institute Senior Research Engineer
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Lionel Martellini , Professor
How do investors select and use ETFs?
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Véronique Le Sourd , EDHEC Climate Institute Senior Research Engineer