MALAISE Philippe

Affiliate Associate Professor

Discipline : Finance

EDHEC Business School
12 bis rue de la Victoire - 4ème étage
75009 Paris - France
Tel.: + 33 (0)1 53 32 76 30
Fax: + 33 (0)1 53 32 76 31

Principales contributions académiques

Journal of Alternative Investments (2003), Economic & Financial Computing (2004), Journal of Portfolio Management (2004 ; 2006), Journal of Risk Finance (2006, Handbuch Alternative Investments (2006)

Documents à télécharger

Pdf
CV MALAISE Philippe...
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Publications

By severely restricting the amounts invested in active strategies as a result of tight tracking error...

This inadequacy came to light in a study published by Edhec in 2003, a study that showed that a very large...

Chapter : Die Vorteile von Hedgefonds im Asset Liability-Management. Chapter : Portable Alpha- und Portable Beta-Strategien in der Eurozone....

Using active bond portfolio management as an example, we present evidence that derivatives can be used by managers not only to generate and...

These derivatives instruments can be used in the context of completeness portfolios that are designed not to...

While it has often been argued that ETFs were natural investment vehicles for implementing passive indexing...

We also emphasise the benefits of an optimal market neutral strategy that generates abnormal return from...

In this paper, we document the benefits of a new form of market-neutral portfolio strategy that aims at...

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