Corps professoral et chercheurs


Chercheur Associé,EDHEC-Risk Institute

Discipline : Gestion d'actifs


Email : [email protected]

Principales contributions académiques

Journal of Banking & Finance (2020), The Journal of Portfolio Management (2019), European Financial Management (2015), Journal of Empirical Finance (2013), Finance (2012), Journal of Derivatives and Hedge Funds (2012)

Documents à télécharger

CV - Marie Lambert, PhD...
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Publications EDHEC

This paper investigates the mean-variance and diversification properties of risk-based strategies performed on style or basis portfolios. We show...
The Journal of Portfolio Management, Vol. 45, Issue 4, April 2019  
This paper thoroughly analyses competing construction methods for factoring characteristics into returns. We show the importance of ensuring a proper...
This paper explores the gamma trading, timing and managerial skills of individual hedge funds across categories. We replicate the non-linear payoffs...