Publications
Investor protection and corporate governance : firm-level evidence across Latin America.
January 2007
A Reply to the CESR Recommendations on the Eligibility of Hedge Fund Indices for Investment of UCITS
EDHEC Position paper, December 2006
Backwardation and Commodity Futures Performance: Evidence from Evolving Agricultural Markets
November 2006
Inferences about the Amaranth Case and the Emerging Maturity of the Hedge Fund Industry
November 2006
Politiques familiales et objectifs européens : il faut améliorer le benchmarking
EDHEC Position paper, November 2006
The Impact of IFRS and Solvency II on Asset-Liability Management and Asset Management in Insurance Companies
EDHEC Value Creation Chair, Other study and expert report, November 2006
When to Pick the Losers: Do Sentiment Indicators Improve Dynamic Asset Allocation?
October 2006
EDHEC Comments on the Amaranth Case: Early Lessons from the Debacle
EDHEC Position paper, September 2006
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
Separating the Wheat from the Chaff
March 2006
Managing Pension Assets: from Surplus Optimization to Liability-Driven Investment
March 2006
Le plan national d'action pour l'emploi des séniors: bien mais peut mieux faire
EDHEC Position paper, March 2006
Les limites de l'usage des primes à la performance dans la fonction publique
EDHEC Position paper, February 2006
La problématique du taux d'actualisation des concessionnaires d'autoroutes : le cas des ASF
EDHEC Value Creation Chair, EDHEC Position paper, February 2006
The Tortoise versus the Hare: The Role of Term Structure versus Spot Price Trends in Determining Commodity Futures Returns
January 2006
Hedge Fund Returns: An Overview of Return-Based and Asset-Based Style Factors
EDHEC Position paper, January 2006
Advanced bond portfolio management : best practices in modeling and strategies.
January 2006
Hedge funds and managed futures : a handbook for institutional investors.
January 2006
Markets in financial instruments directive, MiFID : convergence towards a unified european capital markets industry.
January 2006
Natural Resources Fund-of-Funds : Active Management, Risk Management, and Due Diligence
December 2005