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This paper argues that inflation-linked bonds, in addition to being attractive for issuing corporations, are also attractive for investors such as pension funds facing long-term inflation-linked liabilities.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : PUBLICATION EDHECThe present publication, “Hedging versus Insurance: Long-Horizon Investing with Short-Term Constraints,” was produced as part of the BNP Paribas Investment Partners research chair at EDHEC-Risk Institute on “ALM and Institutional Investment Management”.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : PUBLICATION EDHECThe present survey has been conducted as part of the Amundi ETF "Core-Satellite and ETF Investment" research chair at EDHECRisk Institute.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : PUBLICATION EDHECThis paper is the first one of a series examining the opportunity for institutional investors to become involved in infrastructure debt, as part of the NATIXIS Research Chair on infrastructure debt instruments and governance.
TYPE DE DOCUMENT : PUBLICATION EDHEC
This study shows that Smart Beta 1.0 indices present systematic and specific risks that are neither documented nor explicitly controlled by their promoters.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : POSITION PAPERThe present document, which represents the latest publication from the “Advanced Modelling for Alternative Investments” research chair at EDHEC Risk Institute, supported by the Prime Brokerage Group at Newedge, is part of the chair research on “Analysing the Convergence between Mainstream and Alternative Money Management.”
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : PUBLICATION EDHECIn a study entitled “Assessing the Quality of Asian Stock Market Indices,” researchers at EDHEC-Risk Institute have reported results for 10 major Asian stock market indices over the past decade.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : PUBLICATION EDHECIn this survey, researchers at EDHEC-Risk Institute have analysed industry reactions to a previous EDHEC-Risk study on corporate bond indices and confirmed that investors are dissatisfied with the indices currently on offer.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : PUBLICATION EDHEC
This article demonstrates that momentum, term structure and idiosyncratic volatility signals in commodity futures markets are not overlapping, which motivates the design of a new triplescreen strategy.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : WORKING PAPERUsing new data, we show that construction risk in infrastructure project finance is well-managed
and that project sponsors face very little construction risk compared to the well-documented,
systematic and very large costs overruns found in traditional infrastructure project procurement.
L’objet de cette étude est d’évaluer les
effets à long terme d’une réforme de
l’assurance chômage des 50 ans et plus
sur l’emploi et les finances publiques.
While public and private pension systems in the EU are under tremendous pressure, a new study by EDHEC-Risk Institute analyses the explicit and implicit pension liabilities that are weighing on the public finances, and the principal related risks.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : PUBLICATION EDHECThis publication marks the launch of the Meridiam/Campbell Lutyens research chair on infrastructure equity investment management and benchmarking at EDHEC-Risk Institute.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : PUBLICATION EDHECCette étude reprend la proposition de l’EDHEC de mettre en place des contrats de formation supérieure caractérisés par une augmentation des droits d’inscription et la mise en place d’un prêt à remboursement conditionnel au revenu pour que les étudiants puissent les financer.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : POSITION PAPERDans le cadre de la recherche sur la thématique de la meilleure pris en compte des risques non financiers qu'elle conduit depuis trois ans avec le soutien de CACEIS, l'EDHEC-Risk Institute a souhaité synthétiser l'ensemble de ses analyses et conclusions sous forme d'une série de propositions destinées tout autant aux régulateurs européens qu'aux professionnels de l'industrie de la gestion des fonds ou aux investisseurs.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : PUBLICATION EDHECGoing beyond the simple bid—ask spread overlay for a particular value at risk, we introduce a framework that integrates liquidity risk, funding risk, and market risk.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : WORKING PAPERThis short paper highlights the key conclusions of Amenc et al. (2012) regarding the best practices for managing risks in defined-contribution (DC) and hybrid plans.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : PUBLICATION EDHECThe rising interest of institutional investors for commodities since the early 2000s prompted remarkable financial engineering in the commodity index space which is now in its third generation.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : WORKING PAPERLes rémunérations excessives perçues par certains dirigeants d’entreprise malgré des performances économiques et financières médiocres sont un objet de
ressentiment de l’opinion publique.
Les entreprises françaises savent-elles bénéficier des vagues d’acquisition ?
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : POSITION PAPERThe authors argue in this paper that improved long-term investing strategies can be designed for private wealth management.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : WORKING PAPERL’indice EDHEC IEIF Immobilier d’Entreprise France est un indice pondéré par la capitalisation mesurant l’évolution de la performance des SCPI (Sociétés Civiles de Placement Immobilier) investissant dans l’immobilier d’entreprise (bureaux, murs de magasins, plateformes logistiques, …).
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : PUBLICATION EDHECAfter a short summary of some of the main challenges facing European pension systems, this paper discusses the Commission’s proposals point by point.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : PUBLICATION EDHECThis study addresses Volatility ETNs following the Credit Suisse TVIX controversy of early 2012.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : PUBLICATION EDHECSi internet a permis la croissance économique, de nouvelles formes d’échanges sociaux, des révolutions politiques, il a aussi pu faire naître des formes nouvelles de fraude ou d’atteintes aux droits.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : PUBLICATION EDHECInternet ha determinato una crescita economica e la nascita di nuove forme di interazione sociale e di rivoluzione politica.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : POSITION PAPERThis paper clarifies that methodological choices can be made independently on two steps in the construction of alternative equity index strategies – the constituent selection and the choice of a diversification-based weighting scheme.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : WORKING PAPERThis study conducted by the EDHEC Financial Analysis and Accounting Research Centre analyses the impact of the new prudential regulation on bond management.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : PUBLICATION EDHECCette étude propose de mesurer l’effet sur les prix du marché immobilier local de la mise en place de Zones Franches Urbaines (ZFU) en France.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : POSITION PAPERWith an ever-growing number of alternative index construction methods on offer, investors should, in principle, be thankful for comparative analysis.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : WORKING PAPERThis study, produced as part of the Newedge research chair on “Advanced Modelling for Alternative Investments,” Proposes a Robust New Method for Assessing Hedge Fund Performance.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : PUBLICATION EDHECThis EDHEC-Risk position paper specifically responds to a recent report by Finance Watch on regulatory proposals for commodity derivatives markets in Europe.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : POSITION PAPER
The EDHEC-Risk North American Index Survey 2011 aims to analyse the current uses of and opinions on stock, bond and equity volatility indices.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : PUBLICATION EDHECToutes les entreprises ont des besoins en expertise juridique, plus ou moins fréquents et sophistiqués selon la taille de l’entreprise, son secteur d’activité ou ses projets.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : PUBLICATION EDHECThis survey has been conducted with the support of Amundi ETF in the context of the EDHEC-Risk Institute research programme on indices and benchmarking.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : PUBLICATION EDHECLe principal objectif de ce document est de stimuler une discussion, à l’occasion de l’élection présidentielle 2012, sur l’évaluation de notre modèle économique et social au sens large.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : POSITION PAPERLa question du financement de l’enseignement supérieur n’a pas été débattue jusqu’à présent dans la campagne présidentielle, cependant face aux difficultés financières de l’Etat, il s’agit d’un point sensible, évoqué désormais par les présidents d’université lors de leur dernier colloque annuel.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : POSITION PAPERIn the world of institutional investment, the performance of the office property sector has traditionally been valued using indices constructed from appraisal values, rather than values derived from transactions.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : PUBLICATION EDHECWe compare the performance of equal-, value-, and price-weighted portfolios of stocks in the major U.S. equity indices over the last four decades.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : WORKING PAPERThe purpose of the present publication, “Shifting Towards Hybrid Pension Systems: A European Perspective”, which is drawn from the AXA Investment Managers research chair at EDHEC-Risk Institute on “Regulation and Institutional Investment”, is to examine recent developments and the major risks of retirement systems, from both the sponsor and pension risk perspective, while focusing on European pension schemes.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : PUBLICATION EDHECThis survey has been conducted as part of the third year of the Amundi ETF "Core-Satellite and ETF Investment" research chair.
Télécharger le(s) fichier(s)That study put forward a model to optimise the investment and risk management practices of sovereign wealth funds, which can be regarded as the extension to sovereign wealth funds of the liabilitydriven investing paradigm recently developed in the pension fund industry.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : PUBLICATION EDHECThis paper examines whether financial statement analysis can be effective in inferring the intangible value of firms.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : WORKING PAPERThis survey has been conducted within the research chair "Risk and Regulation in the European Fund Management Industry" sponsored by CACEIS.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : PUBLICATION EDHECWe study whether investors can exploit stock return serial dependence to improve the out-ofsample performance of their portfolios.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : WORKING PAPERIn this publication, we extend our response to the issues relating to pension fund investment in social infrastructure.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : PUBLICATION EDHECThe present publication is part of the BNP Paribas Investment Partners research chair at EDHEC-Risk Institute on “ALM and Institutional Investment Management”.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : PUBLICATION EDHECCette étude s’inscrit dans la lignée des travaux qui considèrent souhaitable de faire basculer le système actuel français de formation professionnelle, reposant sur l’obligation à « former ou payer », vers une logique assise sur des subventions ciblées.
Télécharger le(s) fichier(s)TYPE DE DOCUMENT : POSITION PAPER
