Publication EDHEC

Publication EDHEC

Assets’ Correlation Implications for Portfolio Insurance Strategies Performance

Author(s) : Daniel Mantilla-Garcia
The estimation of the multiplier parameter of portfolio insurance is crucial for this kind of investment strategies because it determines the risk...
2019

Publication EDHEC

Assets’ Correlation Implications for Portfolio Insurance Strategies Performance

Author(s) : Enrique ter Horst
The estimation of the multiplier parameter of portfolio insurance is crucial for this kind of investment strategies because it determines the risk...
2019

Publication EDHEC

Assets’ Correlation Implications for Portfolio Insurance Strategies Performance

Author(s) : German Molina
The estimation of the multiplier parameter of portfolio insurance is crucial for this kind of investment strategies because it determines the risk...
2019

Publication EDHEC

Assets’ Correlation Implications for Portfolio Insurance Strategies Performance

Author(s) : Emilien Audeguil
The estimation of the multiplier parameter of portfolio insurance is crucial for this kind of investment strategies because it determines the risk...
2019

Publication EDHEC

Factor Investing in Fixed-Income - Cross-Sectional and Time-Series Momentum in Sovereign Bond Markets

Author(s) : Jean-Michel Maeso
Looking at momentum in fixed-income markets at the security level is very important, because studies that employ ‘synthetic’ zero-coupon bonds can be...
2019

Publication EDHEC

Factor Investing in Fixed-Income - Cross-Sectional and Time-Series Momentum in Sovereign Bond Markets

Author(s) : Lionel Martellini
Looking at momentum in fixed-income markets at the security level is very important, because studies that employ ‘synthetic’ zero-coupon bonds can be...
2019

Publication EDHEC

Factor Investing in Fixed-Income - Cross-Sectional and Time-Series Momentum in Sovereign Bond Markets

Author(s) : Riccardo Rebonato
Looking at momentum in fixed-income markets at the security level is very important, because studies that employ ‘synthetic’ zero-coupon bonds can be...
2019

Publication EDHEC

Factor Investing in Fixed-Income – Defining and Exploiting Value in Sovereign Bond Markets

Author(s) : Jean-Michel Maeso
Value has been recognised as one of the most important factors for equities since the pioneering work by Fama and MacBeth (1973). In equities, the...
2019

Publication EDHEC

Factor Investing in Fixed-Income – Defining and Exploiting Value in Sovereign Bond Markets

Author(s) : Lionel Martellini
Value has been recognised as one of the most important factors for equities since the pioneering work by Fama and MacBeth (1973). In equities, the...
2019

Publication EDHEC

Factor Investing in Fixed-Income – Defining and Exploiting Value in Sovereign Bond Markets

Author(s) : Riccardo Rebonato
Value has been recognised as one of the most important factors for equities since the pioneering work by Fama and MacBeth (1973). In equities, the...
2019

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

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