Publication EDHEC

Publication EDHEC

Factor Investing in Sovereign Bond Markets – A Time-Series Perspective

Author(s) : Jean-Michel Maseo
This paper has been produced as part of the "ETF, Indexing and Smart Beta Investment Strategies" Research Chair at EDHEC-Risk Institute, in...
2019

Publication EDHEC

Factor Investing in Sovereign Bond Markets – A Time-Series Perspective

Author(s) : Lionel Martellini
This paper has been produced as part of the "ETF, Indexing and Smart Beta Investment Strategies" Research Chair at EDHEC-Risk Institute, in...
2019

Publication EDHEC

Factor Investing in Sovereign Bond Markets – A Time-Series Perspective

Author(s) : Riccardo Rebonato
This paper has been produced as part of the "ETF, Indexing and Smart Beta Investment Strategies" Research Chair at EDHEC-Risk Institute, in...
2019

Publication EDHEC

2019 Global Infrastructure Investor Survey

Author(s) : Noël Amenc, PhD
The 2019 EDHECinfra / Global Infrastructure Hub survey of infrastructure investors focused on the role of benchmarks and revealed a number of key...
2019

Publication EDHEC

2019 Global Infrastructure Investor Survey

Author(s) : Frédéric Blanc-Brude
The 2019 EDHECinfra / Global Infrastructure Hub survey of infrastructure investors focused on the role of benchmarks and revealed a number of key...
2019

Publication EDHEC

2019 Global Infrastructure Investor Survey

Author(s) : Abhishek Gupta
The 2019 EDHECinfra / Global Infrastructure Hub survey of infrastructure investors focused on the role of benchmarks and revealed a number of key...
2019

Publication EDHEC

2019 Global Infrastructure Investor Survey

Author(s) : Jing Li Yim
The 2019 EDHECinfra / Global Infrastructure Hub survey of infrastructure investors focused on the role of benchmarks and revealed a number of key...
2019

Publication EDHEC

The EDHEC European ETF and Smart Beta and Factor Investing Survey 2018

Author(s) : Felix Goltz, PhD
The survey was conducted as part of the Amundi research chair at EDHEC-Risk Institute on "ETF, Indexing and Smart Beta Investment Strategies".
2018

Publication EDHEC

The EDHEC European ETF and Smart Beta and Factor Investing Survey 2018

Author(s) : Véronique Le Sourd
The survey was conducted as part of the Amundi research chair at EDHEC-Risk Institute on "ETF, Indexing and Smart Beta Investment Strategies".
2018

Publication EDHEC

Maximising the Volatility Return: A Risk-Based Strategy for Homogeneous Groups of Assets

Author(s) : Daniel Mantilla-Garcia
The long-term performance of any portfolio can be decomposed as the sum of the weighted average long-term return of its assets plus the volatility...
2018

Publication EDHEC

Applying Goal-Based Investing Principles to the Retirement Problem

Author(s) : Kevin Giron
In most developed countries, pension systems are being threatened by rising demographic imbalances as well as lower growth in productivity. With the...
2018

Publication EDHEC

Applying Goal-Based Investing Principles to the Retirement Problem

Author(s) : Lionel Martellini
In most developed countries, pension systems are being threatened by rising demographic imbalances as well as lower growth in productivity. With the...
2018

Publication EDHEC

Applying Goal-Based Investing Principles to the Retirement Problem

Author(s) : Vincent Milhau
In most developed countries, pension systems are being threatened by rising demographic imbalances as well as lower growth in productivity. With the...
2018

Publication EDHEC

Applying Goal-Based Investing Principles to the Retirement Problem

Author(s) : John Mulvey
In most developed countries, pension systems are being threatened by rising demographic imbalances as well as lower growth in productivity. With the...
2018

Publication EDHEC

Applying Goal-Based Investing Principles to the Retirement Problem

Author(s) : Anil Suri
In most developed countries, pension systems are being threatened by rising demographic imbalances as well as lower growth in productivity. With the...
2018

Publication EDHEC

Tome La Siguiente Salida (Take the Next Exit)

Author(s) : Silvia Garcia Moraleja
In this case study, we examine a disastrous series of private infrastructure equity and debt investments: ten Spanish toll roads procured between...
2018

Publication EDHEC

Tome La Siguiente Salida (Take the Next Exit)

Author(s) : Frédéric Blanc-Brude
In this case study, we examine a disastrous series of private infrastructure equity and debt investments: ten Spanish toll roads procured between...
2018

Publication EDHEC

Tome La Siguiente Salida (Take the Next Exit)

Author(s) : Tim Whittaker
In this case study, we examine a disastrous series of private infrastructure equity and debt investments: ten Spanish toll roads procured between...
2018

Publication EDHEC

Construction Rules of Retirement Goal Price Indices

Author(s) : Vincent Milhau
This document describes the first family of EDHEC-Princeton Retirement Goal-Based Investing Indices, that is the EDHEC-Princeton Goal Price Index...
2018

Publication EDHEC

Smart Beta and Beyond: Maximising the Benefits of Factor Investing

Author(s) : Lionel Martellini
Factor investing is an investment paradigm under which an investor decides how much to allocate to various factors, as opposed to various securities...
2018

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