Publication EDHEC

Author(s) : Noël Amenc
In this study, the authors identify greenwashing risks in the construction of portfolios that represent popular climate strategies, especially those...
2021
Author(s) : Felix Goltz
In this study, the authors identify greenwashing risks in the construction of portfolios that represent popular climate strategies, especially those...
2021
Author(s) : Victor Liu
In this study, the authors identify greenwashing risks in the construction of portfolios that represent popular climate strategies, especially those...
2021
Author(s) : Béatrice Guedj
This publication was produced in partnership with Swiss Life Asset Managers France as part of the “Real Estate in Modern Investment Solutions”...
2021
Author(s) : Lionel Martellini
This publication was produced in partnership with Swiss Life Asset Managers France as part of the “Real Estate in Modern Investment Solutions”...
2021
Author(s) : Shahyar Safaee
This publication was produced in partnership with Swiss Life Asset Managers France as part of the “Real Estate in Modern Investment Solutions”...
2021
Author(s) : Bernd Scherer
The promise of robo-advisory firms is to provide low cost access to diversified portfolios built in accordance with the academic literature on...
2021
Author(s) : Sebastian Lehner
The promise of robo-advisory firms is to provide low cost access to diversified portfolios built in accordance with the academic literature on...
2021
Author(s) : Bernd Scherer
MiFID II forces banks and wealth managers to ask clients for their investment knowledge and experience. The implied regulatory view is that less...
2021
Author(s) : Sebastian Lehner
MiFID II forces banks and wealth managers to ask clients for their investment knowledge and experience. The implied regulatory view is that less...
2021
Author(s) : Lionel Martellini
This study, “Measuring and Managing ESG Risks in Sovereign Bond Portfolios and Implications for Sovereign Debt Investing" demonstrates that...
2021
Author(s) : Lou-Salomé Vallée
This study, “Measuring and Managing ESG Risks in Sovereign Bond Portfolios and Implications for Sovereign Debt Investing" demonstrates that...
2021
Author(s) : Marie Lambert
This paper investigates the mean-variance and diversification properties of risk-based strategies performed on style or basis portfolios. We show...
2020
Author(s) : Boris Fays
This paper investigates the mean-variance and diversification properties of risk-based strategies performed on style or basis portfolios. We show...
2020
Author(s) : Nicolas Papageorgiou
This paper investigates the mean-variance and diversification properties of risk-based strategies performed on style or basis portfolios. We show...
2020
Author(s) : Giusy Capasso
Authors investigate the relationship between exposure to climate change and firm credit risk. They show that the distance-to-default, a widely used...
2020
Author(s) : Gianfranco Gianfrate
Authors investigate the relationship between exposure to climate change and firm credit risk. They show that the distance-to-default, a widely used...
2020
Author(s) : Marco Spinelli
Authors investigate the relationship between exposure to climate change and firm credit risk. They show that the distance-to-default, a widely used...
2020
Author(s) : Nabil Bouamara
Sophisticated algorithmic techniques are complementing human judgement across the fund industry. Whatever the type of rebalancing that occurs in the...
2020

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