Accès direct au contenu

English Version

EDHEC Business School

View this page in english EDHEC Business School version PDF

EDHEC European Investment Practices Survey

Auteurs :
Noël Amenc

Professor of Finance and Director of Research and Development at EDHEC Business School, where he heads the Risk and Asset Management Research Centre.

Felix Goltz
Senior Research Engineer and co-head of the Indices and Benchmark Research Programme with the EDHEC Risk and Asset Management Research Centre.

Véronique Le Sourd
Senior Research Engineer at the EDHEC Risk and Asset Management Research Centre.

Lionel Martellini
Professor of Finance at EDHEC Business School and Scientific Director of the EDHEC Risk and Asset Management Research Centre.

This survey assesses the current investment practices of asset management firms, institutional investors, and private wealth managers.

Its aim is to give an account of the current practices in the industry and to contrast these practices with the recent state of the art in the investment literature. The survey results are based on a questionnaire that elicited more than two hundred responses from throughout Europe. We address topics from four central areas of investment management practice: risk and asset allocation, indices and benchmarks, asset-liability management, and performance measurement. The questionnaire is fairly general and focuses on broad aspects and on broad classifications of approaches rather than on technical details. Our analysis of the responses shows that in practice there is a considerable diversity of methods and tools. Overall, however, the results provide evidence that many institutions, rather than fully exploiting the improved techniques that research has made readily available to them, currently settle for the most straightforward.
Type :
Publication EDHEC
Dates :
Créé le 2 janvier 2008
Complément d'informations :
For more information, please contact Joanne Finlay, EDHEC Research and Development Department []

The contents of this paper do not necessarily reflect the opinions of EDHEC Business School.


EDHEC Position paper The EDHEC European investment pratices surv

À télécharger :

  • RSS
  • Linkedin
Suivez-nous sur