Publication EDHEC

Author(s) : Vincent Milhau
A new approach known as factor investing has recently emerged in investment practice, which recommends that allocation decisions be expressed in...
2020
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
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
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
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
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
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
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
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
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

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