Publications
Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals
May 2008
The Value Premium and Time-Varying Volatility
May 2008
Dérivés et comptabilité de couverture en IFRS : vers une (mé)connaissance des risques ?
May 2008
Fundamental Differences? Comparing Alternative Index Weighting Mechanisms
EDHEC-Risk Institute publication, April 2008
Dependence Structure and Extreme Comovements in International Equity and Bond Markets with Portfolio Diversification Effects
April 2008
Long-Term Sources of Return in the Commodity Futures Markets: Evidence from the Grain Markets
April 2008
Conditional Return Correlations between Commodity Futures and Traditional Assets
April 2008
A Comparison of Fundamentally Weighted Indices: Overview and Performance Analysis
EDHEC Position paper, March 2008
QIS4: significant improvements, but the main risk for life insurance is not taken into account in the standard formula
EDHEC Position paper, February 2008
De l'optimalité des allégements de charges sur les bas salaires
EDHEC Position paper, February 2008
Mais où est passé le contrat unique à droits progressifs ?
EDHEC Position paper, February 2008
Leadership transformationnel et changement : le cas de l'enseigne TAILLISSIME
February 2008
EDHEC European Investment Practices Survey
EDHEC-Risk Institute publication, January 2008
Stock market liquidity : implications for market microstructure and asset pricing.
January 2008
Risk management in commodity markets : from shipping to agriculturals and energy.
January 2008
Revisiting the Limits of Hedge Fund Indices
December 2007
Approximating Independent Loss Distributions with an Adjusted Binomial Distribution
December 2007
Improved Forecasts of Higher-Order Co-moments and Implications for Portfolio Selection
November 2007
Etude EDHEC sur l'investissement et la Gestion du Risque Immobiliers en Europe.
EDHEC-Risk Institute publication, November 2007
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
Risk Management and Portfolio Construction in a Commodity Futures Programme
September 2007
Reactions to the EDHEC Study : Assessing the Quality of Stock Market Indices
EDHEC-Risk Institute publication, September 2007
Exploiting Predictability in the Time-Varying Shape of the Term Structure of Interest Rates
August 2007
The Amaranth Collapse
August 2007