Publications

3278 résultats
02.10.2008 - EDHEC publication

Reactions to an EDHEC Study on Asset-Liability Management Decisions in Private Wealth Management

EDHEC-Risk Institute publication, October 2008


10.09.2008 - Working paper

Index-Exciting CAViaR: A New Empirical Time-Varying Risk Model

September 2008


08.09.2008 - Working paper

Amaranth Lessons Thus Far

September 2008


01.09.2008 - Working paper

Évolution et effets incitatifs des stock-options : le cas des dirigeants du CAC40

September 2008


01.09.2008 - Working paper

Overlay Hedging in a Fund of Funds

September 2008


04.08.2008 - Working paper

Impact de la comptabilité par les activités sur les performances des entreprises : le cas de la Banque Centrale du Maroc

August 2008


02.07.2008 - Working paper

On Accountable Measurement of Non-Financial Perfomance - the Case of Customer Satisfaction

July 2008


01.07.2008 - Working paper

Production-Based Asset Pricing in a Monetary Economy: Theory and Evidence

July 2008


01.07.2008 - Working paper

Some Insiders Are Indeed Smart Investors

July 2008


26.06.2008 - EDHEC publication

The EDHEC European ETF Survey 2008

EDHEC-Risk Institute publication, June 2008


17.06.2008 - EDHEC publication

Que peut-on attendre de l'augmentation de l'âge de départ à la retraite ?

EDHEC Position paper, June 2008


02.06.2008 - Working paper

Conditional Correlations and Real Estate Investment Trusts

June 2008


02.06.2008 - Working paper

Intelligent Commodity Investing: Opportunities and Challenges

June 2008


01.06.2008 - Article in a peer reviewed journal

PARTNERSHIP VERSUS CORPORATION: UNTANGLING THE GOVERNANCE DILEMMA OF CORPORATE VENTURE CAPITAL

Corporate Ownership & Control, June 2008


05.05.2008 - Working paper

Transparency and Accountability

May 2008


05.05.2008 - Working paper

Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals

May 2008


05.05.2008 - Working paper

Dérivés et comptabilité de couverture en IFRS : vers une (mé)connaissance des risques ?

May 2008


05.05.2008 - Working paper

The Value Premium and Time-Varying Volatility

May 2008


05.05.2008 - Working paper

Low-Cost Momentum Strategies

May 2008


21.04.2008 - EDHEC publication

Fundamental Differences? Comparing Alternative Index Weighting Mechanisms

EDHEC-Risk Institute publication, April 2008


07.04.2008 - Working paper

Dependence Structure and Extreme Comovements in International Equity and Bond Markets with Portfolio Diversification Effects

April 2008


07.04.2008 - Working paper

Long-Term Sources of Return in the Commodity Futures Markets: Evidence from the Grain Markets

April 2008


02.04.2008 - Working paper

Conditional Return Correlations between Commodity Futures and Traditional Assets

April 2008


03.03.2008 - EDHEC publication

A Comparison of Fundamentally Weighted Indices: Overview and Performance Analysis

EDHEC Position paper, March 2008


03.03.2008 - Working paper

Hedge Fund Analysis Reading the Multi-Factor Tea Leaves

March 2008


20.02.2008 - EDHEC publication

Hedge Fund Performance in 2007

EDHEC-Risk Institute publication, February 2008


19.02.2008 - EDHEC publication

QIS4: significant improvements, but the main risk for life insurance is not taken into account in the standard formula

EDHEC Position paper, February 2008


19.02.2008 - EDHEC publication

De l'optimalité des allégements de charges sur les bas salaires

EDHEC Position paper, February 2008


07.02.2008 - EDHEC publication

Mais où est passé le contrat unique à droits progressifs ?

EDHEC Position paper, February 2008


04.02.2008 - Working paper

The Divergence of Legal Procedures

February 2008


01.02.2008 - Case study

Leadership transformationnel et changement : le cas de l'enseigne TAILLISSIME

February 2008


09.01.2008 - Working paper

Equity Hedge Fund ABS Models: Choosing the Volatility Factor

January 2008


02.01.2008 - EDHEC publication

EDHEC European Investment Practices Survey

EDHEC-Risk Institute publication, January 2008


01.01.2008 - Book publication

Portfolio Management : Groundbreaking technical papers.

January 2008


01.01.2008 - Book publication

Le management des ressources humaines dans la grande distribution.

January 2008


01.01.2008 - Book publication

Hedge funds : origine, stratégies, performance.

January 2008


01.01.2008 - Book publication

Advanced stochastic models, risk assessment and portfolio optimization.

January 2008


01.01.2008 - Book publication

01.01.2008 - Book publication

Management des risques.

January 2008


01.01.2008 - Book publication

The handbook of commodity investing.

January 2008


01.01.2008 - Book publication

Risk management in commodity markets : from shipping to agriculturals and energy.

January 2008


01.01.2008 - Book publication

Stock market liquidity : implications for market microstructure and asset pricing.

January 2008


01.01.2008 - Book publication

Modelling single-name and multi-name credit derivatives.

January 2008


13.12.2007 - Working paper

Momentum Profits and Time-Varying Unsystematic Risk

December 2007


13.12.2007 - Working paper

Revisiting the Limits of Hedge Fund Indices

December 2007


12.12.2007 - Working paper

Approximating Independent Loss Distributions with an Adjusted Binomial Distribution

December 2007


29.11.2007 - Working paper

Improved Forecasts of Higher-Order Co-moments and Implications for Portfolio Selection

November 2007


29.11.2007 - EDHEC publication

Etude EDHEC sur l'investissement et la Gestion du Risque Immobiliers en Europe.

EDHEC-Risk Institute publication, November 2007


05.11.2007 - Working paper

Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns

November 2007


05.11.2007 - Working paper

The Economic Consequences of Legal Origins

November 2007