Publications

3278 results
26.10.2007 - Working paper

Rating the ratings :A Critical Analysis of Fund Rating Systems

October 2007


25.10.2007 - EDHEC publication

La TVA acquittée par les ménages : une évaluation de sa charge tout au long de la vie

EDHEC Position paper, October 2007


18.10.2007 - EDHEC publication

Faut-il subventionner la formation professionnelle des seniors ?

EDHEC Position paper, October 2007


04.10.2007 - Working paper

Hide-and-Seek in the Market : Placing and Detecting Hidden Orders

October 2007


01.10.2007 - Working paper

A Copula Approach to Value-at-Risk Estimation for Fixed-Income Portfolios

October 2007


01.10.2007 - Working paper

Extending Black-Litterman Analysis Beyond the Mean-Variance Framework

October 2007


27.09.2007 - Working paper

Momentum Strategies in Commodity Futures Markets

September 2007


06.09.2007 - EDHEC publication

Trois premières leçons de la crise des crédits

EDHEC Position paper, September 2007


03.09.2007 - Working paper

State Dependence Can Explain the Risk Aversion Puzzle

September 2007


03.09.2007 - Working paper

A Review of the U.S. Senate Report on the Amaranth Debacle

September 2007


03.09.2007 - EDHEC publication

Reactions to the EDHEC Study : Assessing the Quality of Stock Market Indices

EDHEC-Risk Institute publication, September 2007


03.09.2007 - Working paper

Risk Management and Portfolio Construction in a Commodity Futures Programme

September 2007


06.08.2007 - Working paper

Exploiting Predictability in the Time-Varying Shape of the Term Structure of Interest Rates

August 2007


06.08.2007 - Working paper

The Amaranth Collapse

August 2007


06.08.2007 - Working paper

Derivatives Strategies for Bond Portfolios

August 2007


26.07.2007 - EDHEC publication

La réforme du financement de la protection sociale - Essais comparatifs entre la TVA Sociale et la TVA Emploi

EDHEC Position paper, July 2007


02.07.2007 - EDHEC publication

Les effets redistributifs de la TVA sociale : un exercice de microsimulation

EDHEC Position paper, July 2007


11.06.2007 - Book publication

Imagination collective - Créer et piloter des réseaux efficaces

June 2007


04.06.2007 - EDHEC publication

QIS3: Meaningful progress towards the implementation of Solvency II but ground remains to be covered

EDHEC Position paper, June 2007


04.06.2007 - EDHEC publication

The Myths and Limits of Passive Hedge Fund Replication

EDHEC-Risk Institute publication, June 2007


04.06.2007 - Working paper

Hedge Fund Strategy Benchmarks: Tricks of the Light or Lighthouses?

June 2007


04.06.2007 - EDHEC publication

QIS3: meaningful progress towards the implementation of Solvency II, but ground remains to be covered

EDHEC Value Creation Chair, EDHEC Position paper, June 2007


04.06.2007 - Working paper

New Developments in the Commodity Markets

June 2007


04.06.2007 - Working paper

Exploiting the Informational Content of Hedging Pressure: Timing the Market by Learning from Derivatives Traders

June 2007


01.06.2007 - Article in a peer reviewed journal

SHAREHOLDERS’ COALITIONS AND CONTROL CONTESTABILITY: THE CASE OF ITALIAN VOTING TRUST AGREEMENTS

Corporate Ownership & Control, June 2007


07.05.2007 - Working paper

Optimal Investment Decisions When Time Horizon is Uncertain

May 2007


07.05.2007 - Working paper

Trading Strategies in the current commodity Market Environment

May 2007


11.04.2007 - Working paper

Rebalancing Strategies for Long-Term Investors

April 2007


02.04.2007 - Working paper

Response to CESR public consultation on Best Execution under MiFID - On the Importance of Transaction Cost Analysis

April 2007


02.04.2007 - Working paper

Shedding Light on Alternative Beta : A Volatility and Fixed Income Asset Class Comparison

April 2007


15.03.2007 - Article in a peer reviewed journal

What Do Shareholders’ Coalitions Really Want? Evidence from Italian voting trusts

Corporate Governance: An International Review, March 2007


05.03.2007 - EDHEC publication

La TVA Emploi

Other study and expert report, March 2007


05.03.2007 - Working paper

Exchange-Traded Fixed-Income Derivatives in Asset Management and Asset-Liability Management

March 2007


05.03.2007 - EDHEC publication

MiFID: the (in)famous European Directive?

EDHEC Position paper, March 2007


05.03.2007 - EDHEC publication

Analyse économique des grandes propositions en matière d'emploi des candidats à l'élection présidentielle

EDHEC Position paper, March 2007


05.03.2007 - EDHEC publication

Hedge Fund Performance in 2006: A Vintage Year for Hedge Funds?

EDHEC-Risk Institute publication, March 2007


05.03.2007 - Working paper

How Do Performance Measures Perform?

March 2007


05.03.2007 - EDHEC publication

Would a New Form of Employment Contract Provide Greater Security for French Workers?

EDHEC Position paper, March 2007


28.02.2007 - EDHEC publication

Performance Measurement for Traditional Investment, Literature Survey

EDHEC-Risk Institute publication, February 2007


28.02.2007 - EDHEC publication

CP 20: Significant improvements in the Solvency II framework but grave incoherencies remain (EDHEC response to Consultation Paper n° 20)

EDHEC Value Creation Chair, EDHEC Position paper, February 2007


28.02.2007 - EDHEC publication

Le contrat unique : un outil de sécurisation des parcours professionnels ?

EDHEC Position paper, February 2007


28.02.2007 - EDHEC publication

QIS 2: Modelling that is at odds with the prudential objectives of Solvency II

EDHEC Value Creation Chair, EDHEC Position paper, February 2007


05.02.2007 - Working paper

Momentum Profits and Non-Normality Risks

February 2007


05.02.2007 - EDHEC publication

Asset-Liability Management Decisions in Private Banking

EDHEC-Risk Institute publication, February 2007


08.01.2007 - EDHEC publication

The Challenge of Hedge Fund Measurement: a Toolbox Rather Than a Pandora's Box

EDHEC Position paper, January 2007


08.01.2007 - Working paper

A Comparison of Alternative Approaches for Determining the Downside Risk of Hedge Fund Strategies

January 2007


08.01.2007 - EDHEC publication

Hedge Fund Indices for the Purpose of UCITS: Answers to the CESR Issues Paper

EDHEC Position paper, January 2007


02.01.2007 - EDHEC publication

Piloter l'interaction avec le consommateur: un impératif pour le marketing

EDHEC Position paper, January 2007


02.01.2007 - EDHEC publication

Reconsidérer les effets de la protection de l'emploi en France

Other study and expert report, January 2007


02.01.2007 - EDHEC publication

Quantification of Hedge Fund Default Risk.

EDHEC Position paper, January 2007