Publications
Disorderly exits from crowded trades? - On the systemic risks of hedge funds, A reply to the ECB's statement on hedge funds
EDHEC Position paper, June 2006
How to Time the Commodity Market
May 2006
Managing Pension Assets: from Surplus Optimization to Liability-Driven Investment
March 2006
Separating the Wheat from the Chaff
March 2006
Le plan national d'action pour l'emploi des séniors: bien mais peut mieux faire
EDHEC Position paper, March 2006
La problématique du taux d'actualisation des concessionnaires d'autoroutes : le cas des ASF
EDHEC Value Creation Chair, EDHEC Position paper, February 2006
Les limites de l'usage des primes à la performance dans la fonction publique
EDHEC Position paper, February 2006
Hedge Fund Returns: An Overview of Return-Based and Asset-Based Style Factors
EDHEC Position paper, January 2006
The Tortoise versus the Hare: The Role of Term Structure versus Spot Price Trends in Determining Commodity Futures Returns
January 2006
Markets in financial instruments directive, MiFID : convergence towards a unified european capital markets industry.
January 2006
Hedge funds and managed futures : a handbook for institutional investors.
January 2006
Advanced bond portfolio management : best practices in modeling and strategies.
January 2006
Natural Resources Fund-of-Funds : Active Management, Risk Management, and Due Diligence
December 2005
Commodities - Active Strategies for Enhanced Return
November 2005
Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach
September 2005
The Right Place for Alternative Betas in Hedge Fund Performance: an Answer to the Capacity Effect Fantasy
EDHEC-Risk Institute publication, June 2005
A Stochastic Network Approach for Integrating Pension and Corporate Financial Planning
April 2005
Is there a gain to explicitly modelling extremes? A risk management analysis
March 2005
Hedge Funds from the Institutional Investor’s Perspective
EDHEC Position paper, January 2005
Hedge Funds : Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation.
January 2005