Publications
La TVA acquittée par les ménages : une évaluation de sa charge tout au long de la vie
EDHEC Position paper, October 2007
Faut-il subventionner la formation professionnelle des seniors ?
EDHEC Position paper, October 2007
A Copula Approach to Value-at-Risk Estimation for Fixed-Income Portfolios
October 2007
Trois premières leçons de la crise des crédits
EDHEC Position paper, September 2007
Reactions to the EDHEC Study : Assessing the Quality of Stock Market Indices
EDHEC-Risk Institute publication, September 2007
Risk Management and Portfolio Construction in a Commodity Futures Programme
September 2007
The Amaranth Collapse
August 2007
Exploiting Predictability in the Time-Varying Shape of the Term Structure of Interest Rates
August 2007
La réforme du financement de la protection sociale - Essais comparatifs entre la TVA Sociale et la TVA Emploi
EDHEC Position paper, July 2007
Les effets redistributifs de la TVA sociale : un exercice de microsimulation
EDHEC Position paper, July 2007
QIS3: meaningful progress towards the implementation of Solvency II, but ground remains to be covered
EDHEC Value Creation Chair, EDHEC Position paper, June 2007
Exploiting the Informational Content of Hedging Pressure: Timing the Market by Learning from Derivatives Traders
June 2007
QIS3: Meaningful progress towards the implementation of Solvency II but ground remains to be covered
EDHEC Position paper, June 2007
The Myths and Limits of Passive Hedge Fund Replication
EDHEC-Risk Institute publication, June 2007
SHAREHOLDERS’ COALITIONS AND CONTROL CONTESTABILITY: THE CASE OF ITALIAN VOTING TRUST AGREEMENTS
Corporate Ownership & Control, June 2007
Response to CESR public consultation on Best Execution under MiFID - On the Importance of Transaction Cost Analysis
April 2007
Shedding Light on Alternative Beta : A Volatility and Fixed Income Asset Class Comparison
April 2007
What Do Shareholders’ Coalitions Really Want? Evidence from Italian voting trusts
Corporate Governance: An International Review, March 2007
Analyse économique des grandes propositions en matière d'emploi des candidats à l'élection présidentielle
EDHEC Position paper, March 2007
Hedge Fund Performance in 2006: A Vintage Year for Hedge Funds?
EDHEC-Risk Institute publication, March 2007
Would a New Form of Employment Contract Provide Greater Security for French Workers?
EDHEC Position paper, March 2007
La TVA Emploi
Other study and expert report, March 2007
Exchange-Traded Fixed-Income Derivatives in Asset Management and Asset-Liability Management
March 2007
Le contrat unique : un outil de sécurisation des parcours professionnels ?
EDHEC Position paper, February 2007
QIS 2: Modelling that is at odds with the prudential objectives of Solvency II
EDHEC Value Creation Chair, EDHEC Position paper, February 2007
Performance Measurement for Traditional Investment, Literature Survey
EDHEC-Risk Institute publication, February 2007
CP 20: Significant improvements in the Solvency II framework but grave incoherencies remain (EDHEC response to Consultation Paper n° 20)
EDHEC Value Creation Chair, EDHEC Position paper, February 2007
Asset-Liability Management Decisions in Private Banking
EDHEC-Risk Institute publication, February 2007
The Challenge of Hedge Fund Measurement: a Toolbox Rather Than a Pandora's Box
EDHEC Position paper, January 2007
A Comparison of Alternative Approaches for Determining the Downside Risk of Hedge Fund Strategies
January 2007
Hedge Fund Indices for the Purpose of UCITS: Answers to the CESR Issues Paper
EDHEC Position paper, January 2007
Reconsidérer les effets de la protection de l'emploi en France
Other study and expert report, January 2007
Piloter l'interaction avec le consommateur: un impératif pour le marketing
EDHEC Position paper, January 2007