Amenc N., F. Goltz, V. Le Sourd (Juin 2008) " The Performance of Fundamentally Weighted Indices ", EDHEC Risk Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

Amenc, N.; F. Goltz; V. Le Sourd, L. Martellini (Janvier 2008) " The EDHEC European Investment Practices Survey 2008 ", EDHEC Risk and Asset Management Research Centre, EDHEC Publication. [En savoir plus]

Amenc, N., F. Goltz, V. Le Sourd (Avril 2008) " Fundamental Differences? Comparing Alternative Index Weighting Mechanisms ", EDHEC Risk Asset Management Research Centre, EDHEC Publication. [En savoir plus]

Amenc, N. (2007), " Trois premières leçons de la crise des crédits subprime " EDHEC Risk and Asset Management Research Centre, EDHEC Position Paper. [En savoir plus]

Amenc, N. & V. Le Sourd (Octobre 2007), " Rating the ratings :A Critical Analysis of Fund Rating Systems ", Centre de recherche EDHEC Risk & Asset Management, EDHEC Working Paper. [En savoir plus]

Amenc, N. & Al. (2007) : "La TVA Emploi - une TVA pour créer des emplois et améliorer le pouvoir d'achat des salariés", Pôle de recherche EDHEC en économie, évaluation des politiques publiques et réforme de l'État, EDHEC Publication, Avril [ en savoir plus... ]

Amenc, N., L. Martellini & V. Ziemann (2007), "Asset-Liability Management Decisions in Private Banking", EDHEC Risk and Asset Management Research Centre, EDHEC Publication, Février. [ en savoir plus...]

Amenc N. & F. Goltz (Juillet 2007) "Revisiting the Limits of Hedge Fund Indices", EDHEC Risk & Asset Management Research Centre, EDHEC Publication.[En savoir plus]

Amenc, N. & F. Goltz (2006), "A Reply to the CESR Recommendations on the Eligibility of Hedge Fund Indices for Investment of UCITS", EDHEC Risk and Asset Management Research Centre, EDHEC Position Paper, Décembre. [ en savoir plus... ]

Amenc, N., L. Martellini, P. Foulquier & S. Sender (2006), "The Impact of IFRS and Solvency II on Asset-Liability Management and Asset Management in Insurance Companies", EDHEC Risk and Asset Management Research Centre et Pôle de Recherche en analyse financière et comptabilité, EDHEC Publication, Novembre. [ en savoir plus... ]

Amenc, N. & P. Foulquier (2006), "La problématique du taux d'actualisation des concessionnaires d'autoroutes : le cas des ASF", EDHEC Risk and Asset Management Research Centre, EDHEC Position Paper, Février. [ en savoir plus...]

Amenc, N.; F. Goltz; V. Le Sourd (Septembre 2006) "Assessing the Quality of Stock Market Indices: Requirements for Asset Allocation and Performance Measurement", EDHEC Risk and Asset Management Research Centre, EDHEC Publication. [En savoir plus]

Amenc, N. & M. Vaissié (2005), "Response to the Statement of the Financial Economists Roundtable on Hedge Funds", EDHEC Risk & Asset Management Research Centre, EDHEC Position Paper, Décembre [ en savoir plus... ]

Amenc, N. & M. Vaissié (Fevrier 2006), "Determinants of Funds of Hedge Funds' Performance", EDHEC Risk & Asset Management Research Centre, EDHEC Working Paper.[en savoir plus]

Bacache-Beauvallet, M. (2006), " Les limites de l'usage des primes à la performance dans la fonction publique ", Pôle de Recherche EDHEC en économie, évaluation des politiques publiques et réforme de l'État, EDHEC Position Paper, Octobre. [ en savoir plus...]

Basu D., R. Oomen, A. Stremme (Mai 2006) "How to Time the Commodity Market", EDHEC Risk Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

Basu, D.; CH. Hun; R. Oomen; A.Stremme (Octobre 2006) "When to Pick the Losers: Do Sentiment Indicators Improve Dynamic Asset Allocation?", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

Basu D., R. Oomen, A. Stremme (Juin 2007) "Exploiting the Informational Content of Hedging Pressure: Timing the Market by Learning from Derivatives Traders", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

Bonnin, G. (2007), "Piloter l'interaction avec le consommateur: un impératif pour le marketing", Pôle de Recherche EDHEC en marketing et consommation, InteraCT, EDHEC Position Paper, Janvier. [ en savoir plus...]

Brooks C., J. Miffre & X. Li (Août 2007) "Low-Cost Momentum Strategies", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

Chéron A. (Février 2008) "De l'optimalité des allégements de charges sur les bas salaires", Pôle de recherche en Economie, Evaluation des Politiques Publiques et Réforme de l'Etat, Position Paper. [En savoir plus]

Chéron A. (Juin 2008) " Que peut-on attendre d'une  augmentation de l'âge de départ en retraite ? ", Pôle de Recherche en Economie, évaluation des Politiques Publiques et Réformes de l'Etat, EDHEC Position Paper. [En savoir plus]

Chéron, A.; S. Grégoir (Février 2008) "Mais où est passé le contrat unique à droits progressifs ?", Pôle de Recherche en Economie, Evaluation des Politiques Publiques et Réforme de l'Etat, EDHEC Position Paper. [En savoir plus]

Chéron, A. (2007), " Faut-il subventionner la formation professionnelle des seniors ? ", Pôle de Recherche en Economie, EDHEC Position Paper. [En savoir plus]

Chéron, A. (Mars 2007) "Would a New Form of Employment Contract Provide Greater Security for French Workers?", EDHEC Economics Research Centre, Evaluation of Public Policy and Reform of the State, EDHEC Position Paper. [En savoir plus]

Chéron, A. (Mars 2007) "Analyse économique des grandes propositions en matière d'emploi des candidats à l'élection présidentielle", Pôle de recherche en Economie, évaluation des politiques publiques et réforme de l'Etat, EDHEC Position Paper. [En savoir plus]

Chéron, A. (2007), "Analyse économique des grandes propositions en matière d'emploi des candidats à l'élection présidentielle", Pôle de recherche EDHEC en économie, évaluation des politiques publiques et réforme de l'État, EDHEC Position Paper, Mars. [ en savoir plus...]

Chéron, A. (2007), "Reconsidérer les effets de la protection de l'emploi en France; L'apport d'une approche en termes de cycle de vie", Pôle de Recherche EDHEC en économie, évaluation des politiques publiques et réforme de l'État, EDHEC Publication, Janvier. [ en savoir plus...]

Chéron, A. (2007), "Le contrat unique: un outil de sécurisation des parcours professionnels ?, Pôle de Recherche EDHEC en économie, évaluation des politiques publiques et réforme de l'État, EDHEC Position Paper, Janvier. [ en savoir plus... ]

Chéron, A. (2006), "Le plan national d'action pour l'emploi des seniors: bien, mais peut mieux faire", Pôle de Recherche EDHEC en économie, évaluation des politiques publiques et réforme de l'État, EDHEC Position Paper, Septembre. [ en savoir plus...]

Christory, C., S. Daul & J.R. Giraud (2007), "Quantification of Hedge Fund Default Risk", EDHEC Risk and Asset Management Research Centre, EDHEC Position Paper, Janvier. [ en savoir plus...]

Courtioux, P. (Octobre 2007), " La TVA acquittée par les ménages : une évaluation de sa charge tout au long de la vie ", Pôle de Recherche en Economie, EDHEC Position Paper. [En savoir plus]

Courtioux, P. (2007), " Les effets redistributifs de la " TVA sociale " : un exercice de microsimulation", Pôle de Recherche EDHEC en économie, EDHEC Position Paper, Juillet. [en savoir plus...]

Courtioux, P. & O. Thévenon (2006), "Politiques familiales et objectifs européens : il faut améliorer le benchmarking", Pôle de Recherche EDHEC en économie, évaluation des politiques publiques et réforme de l'État, EDHEC Position Paper, Novembre. [ en savoir plus...]

D'Hondt, C. & J.R. Giraud (2007), Response to CESR public consultation on Best Execution under MiFID - On the Importance of Transaction Cost Analysis EDHEC Working Paper, EDHEC Risk and Asset Management Research Centre, Avril.[En savoir plus...]

D'Hondt, C. & J.R. Giraud (2007), "MiFID: the (in)famous European Directive?", EDHEC Risk and Asset Management Research Centre, EDHEC Position Paper, Mars.[en savoir plus...]

EDHEC Risk and Asset Management Research Centre, (2007), "Hedge Fund Indices for the Purpose of UCITS: Answers to the CESR Issues Paper", EDHEC Risk and Asset Management Research Centre, EDHEC Position Paper, Janvier. [ en savoir plus... ]

EDHEC Risk and Asset Management Research Centre (2006), "The EDHEC European ETF Survey 2006", EDHEC Publication, Octobre [ en savoir plus...]

EDHEC Risk and Asset Management Research Centre (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, Juin. [ en savoir plus...]

Fabozzi, F., L. Martellini, P.Priaulet (2007) "Exploiting Predictability in the Time-Varying Shape of the Term Structure of Interest Rates", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

Foulquier, P., & S. Sender (2007), "CP 20: Significant improvements in the Solvency II framework but grave incoherencies remain" (EDHEC response to Consultation Paper n° 20), EDHEC Risk and Asset Management Research Centre, EDHEC Position Paper, Janvier. [ en savoir plus... ]

Foulquier, P. & S. Sender (2006), "QIS 2: Modelling that is at odds with the prudential objectives of Solvency II", EDHEC Risk and Asset Management Research Centre et Pôle de Recherche EDHEC en analyse financière et comptabilité, EDHEC Position Paper, Novembre. [ en savoir plus... ]

Diez de los Rios A., R. Garcia  (Novembre 2007) " Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns ", EDHEC Risk Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

Gehin W., M. Vaissié (2007) "Hedge Fund Strategy Benchmarks: Tricks of the Light or Lighthouses?", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

Géhin, W. (2007), "The Challenge of Hedge Fund Measurement: a Toolbox Rather Than a Pandora's Box", EDHEC Risk and Asset Management Research Centre, EDHEC Position Paper, Janvier. [ en savoir plus...]

Giamouridis D.; I. Ntoula (Janvier 2007) "A Comparison of Alternative Approaches for Determining the Downside Risk of Hedge Fund Strategies", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

Goltz, F. & G. Feng (2007), " Reactions to the EDHEC Study Assessing the Quality of Stock Market Indices ", EDHEC Risk and Asset Management Research Centre, EDHEC Publication, Septembre.[en savoir plus...]

Goltz, F.; L. Martellini & V. Ziemann (2007), "Derivatives Strategies for Bond Portfolios", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

Goltz F., L. Martellini, V. Ziemann (2007) "Exchange-Traded Fixed-Income Derivatives in Asset Management and Asset-Liability Management", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

Kat, H. & J. Miffre (2006), "The Impact of Non-Normality Risks and Tactical Trading on Hedge Fund Alphas", Head of Risk Management and Quantitative Research, EDHEC Working Paper, Mai 2006.[en savoir plus...]

Kuenzi, D.; X. Shi, "Equity Hedge Fund ABS Models: Choosing the Volatility Factor", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

Kuenzi, D. (2007), " Shedding Light on Alternative Beta : A Volatility and Fixed Income AssetClass Comparison " ; EDHEC Risk and Asset Management Research Centre, working paper avril 2007. [ En savoir plus... ]

Djankov S., R. La Porta, F. Lopez-de-Silanes (Mai 2008) " Transparency and Accountability ", EDHEC Risk Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

Le Sourd, V. (2007), "Hedge Fund Performance in 2006: A Vintage Year for Hedge Funds?", EDHEC Risk and Asset Management Research Centre, EDHEC Publication, March. [ En savoir plus...]

Le Sourd, V. (2007), "Performance Measurement for Traditional Investment, Literature Survey", EDHEC Publication, Janvier.[ en savoir plus...]

Le Sourd, V. (Février 2008) "Hedge Fund Performance in 2007", EDHEC Risk Asset Management Research Centre, EDHEC Publication. [En savoir plus]

S. Djankov, R. La Porta, F. Lopez-de-Silanes, A. Shleifer  (Novembre 2006) " The Law and Economics of Self-Dealing ", EDHEC Risk Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

La Porta R., F. Lopez-de-Silanes, A. Shleifer (Novembre 2007) "The Economic Consequences of Legal Origins", EDHEC Risk Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

Balas A., R. La Porta, F. Lopez-de-Silanes, A. Shleifer (Février 2008) "The Divergence of Legal Procedures", EDHEC Risk Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

Maarek, G. (2007), "La réforme du financement de la protection sociale - Essais comparatifs entre la " TVA Sociale " et la " TVA Emploi ", Centre de Recherche EDHEC en Economie, EDHEC Position Paper, Juillet. [ en savoir plus...]

Martellini, L.; V. Ziemann (2007) "Extending Black-Litterman Analysis Beyond the Mean-Variance Framework", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

Martellini, L.; J.C. Meyfredi (2007) "A Copula Approach to Value-at-Risk Estimation for Fixed-Income Portfolios", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

Martellini, L.; B. Urosevic (Juillet 2005) "Static Mean-Variance Analysis with Uncertain Time Horizon", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

MIFFRE J. & G. Rallis (2007), " Momentum Strategies in Commodity Futures Markets " ; EDHEC Risk and Asset Management Research Centre, working paper. [En savoir plus...]

Fuertes, AM; J. Miffre; W. Tan (Janvier 2007) "Momentum Profits and Non-Normality Risks", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

Miffre J. , X.  Li &  C. Brooks "The Value Premium and Time-Varying", EDHEC Risk & Asset Management Research Centre, EDHEC Publication.[En savoir plus]

Miffre J. , X.  Li &  C. Brooks "Paper Momentum Profits and Time-Varying", EDHEC Risk & Asset Management Research Centre, EDHEC Publication.[En savoir plus]

Brooks C., X. Li, J. Miffre (Mai 2008) " Low-Cost Momentum Strategies ", EDHEC Risk Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

Fuertes A-M, J. Miffre, G. Rallis (Mai 2008) " Tactical Allocation in Commodity Futures Markets: Combining Momentum and Term Structure Signals ", EDHEC Risk Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

Brooks C., X. Li, J. Miffre (Mai 2008) " The Value Premium and Time-Varying Volatility ", EDHEC Risk Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

Chong J., J. Miffre (Avril 2008) " Conditional Return Correlations between Commodity Futures and Traditional Assets ", EDHEC Risk Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

Sender, S. &  P. Foulquier (2007), "QIS3: meaningful progress towards the implementation of Solvency II, but ground remains to be covered", EDHEC Risk and Asset Management Research Centre et Centre de recherche EDHEC en comptabilité et analyse financière, EDHEC Position Paper, Juin.[en savoir plus...]

Sender S. (Février 2008) "QIS4: significant improvements, but the main risk for life insurance is not taken into account in the standard formula", EDHEC Risk Asset Management Research Centre, EDHEC Position Paper. [En savoir plus]

Eagleeye J., H. Till (Septembre 2007) " Risk Management and Portfolio Construction in a Commodity Futures Programme ", EDHEC Risk Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

Till, H. (Avril 2006) "Structural Sources of Return and Risk in Commodity Futures Investments", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

Till, H. (2006), "EDHEC Comments on the Amaranth Case: Early Lessons from the Debacle", EDHEC Risk and Asset Management Research Centre, EDHEC Position Paper, Septembre [ en savoir plus... ]

Till, H. , Akey R.; Kins A.; (Decembre 2005), "Natural Resources Fund-of-Funds : Active Management, Risk Management, and Due Diligence", EDHEC Risk & Asset Management Research Centre, EDHEC Working Paper.[En savoir plus]

Till, H. (Août 2007), "The Amaranth Collapse", EDHEC Risk & Asset Management Research Centre, EDHEC Working Paper.[En savoir plus]

Till, H.Septembre 2001), "The Risk Considerations Unique to Hedge Funds", EDHEC Risk & Asset Management Research Centre, EDHEC Working Paper.[En savoir plus]

Till, H. & J. Eagleeye (Août 2006), "The Risks of Commodity Investing", EDHEC Risk & Asset Management Research Centre, EDHEC Working Paper.[En savoir plus]

Till H. (Juillet 2006), "Measuring Risk-Adjusted Returns in Alternative Investments", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper.[En savoir plus]

Till H. (Mai 2007) "Trading Strategies in the current commodity Market Environment", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

Till, H.; J. Gunzberg (Avril 2005) "Absolute Returns in Commodity (Natural Resource) Futures Investments", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

Till, H. (Novembre 2003) "Risk Measurement of Investments in the Satellite Ring of a Core-Satellite Portfolio: Traditional versus Alternative Approaches", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

Till, H.(Septembre 2005) "Portfolio Risk Measurement in Commodity Futures Investments", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

Till, H.; J. Eagleeye (Décembre 2005) "Challenges in Commodities Risk Management", EDHEC Risk and Asset Management Research Centre, EDHEC Working Paper. [En savoir plus]

Till, H.; J. Eagleeaye (Novembre 2005) "Commodities - Active Strategies for Enhanced Return", EDHEC Risk and Asset Management Research Centre, Working Paper. [En savoir plus]

Till, H. (Janvier 2004) "On the Role of Hedge Funds in Institutional Portfolios", EDHEC Risk and Asset Management Research Centre, Working Paper. [En savoir plus]

Touron, P. & P. Foulquier (09/2007) " Consolidation ; vers une réforme du modèle comptable ? " Centre de recherche EDHEC en comptabilité et analyse financière
[Texte intégral : PDF - 6 pages - 231 Ko] Copyright Revue Française de Comptabilité

Vaissié M. & N. Amenc (Fevrier 2006), "Determinants of Funds of Hedge Funds' Performance", EDHEC Risk & Asset Management Research Centre, EDHEC Working Paper.[en savoir plus]

De Winne, R. & D'Hondt, C. (2007) : " Hide-and-Seek in the Market : Placing and Detecting Hidden Orders ", EDHEC Risk & Asset Management Research Centre. [En savoir plus...]