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A new paper entitled “Unlisted Infrastructure Debt Valuation and Performance Measurement”, drawn from the Natixis research chair at EDHEC-Risk Institute on the “Investment and Governance Characteristics of Infrastructure Debt Instruments,” proposes the first academically robust, yet operationally implementable valuation and risk measurement framework for illiquid infrastructure debt.
Nikolaos Tessaromatis, Professor of Finance at EDHEC Business School and Member of EDHEC-Risk Institute, recently participated in the 2014 European Financial Management Association Conference, organised in Rome on 25-26 June, 2014, where he presented his paper entitled, "Global Portfolio Management Under State Dependent Multiple Risk Premia", co-authored with Timotheos Angelidis.
On-line reviews are frequently used by consumers to make a judgment on products before purchase. The number of these reviews and the scope of their influence have increased lately due to the spread of social media such as Facebook and Twitter.
Latest research argues that the Australian superannuation industry could be further strengthened by the development of an industry-led reporting standard and certification scheme.
EDHEC Business School is proud to announce that Professor Monique Valcour has won the 2014 Rosabeth Moss Kanter Award for her contribution to the field of study related to work-family balance.
In a new study entitled “Towards Conditional Risk Parity – Improving Risk Budgeting Techniques in Changing Economic Environments”, drawn from the Lyxor research chair on “Risk Allocation Solutions,” EDHEC-Risk Institute develops a conditional approach to risk parity, which contrasts with standard unconditional risk parity portfolios based on historical volatility estimates.
In a new position paper, EDHEC-Risk Institute argues that benchmarking long-term infrastructure investments has become a sine qua non to match the supply and demand of long-term capital, improve asset allocation outcomes for investors, adapt prudential regulation and support economic development. It then details a roadmap towards infrastructure investment benchmarks and presents recent advances.
In a new study produced as part of the BNP Paribas Investment Partners research chair on “Asset-Liability Management and Institutional Investment Management,” EDHEC-Risk Institute attempts to assess the views of pension funds and sponsor companies as they relate to their reactions to dynamic liability-driven investing (LDI) strategies and their desire to integrate this approach into their processes.
In a new publication entitled “Improved Risk Reporting with Factor-Based Diversification Measures,” EDHEC-Risk Institute encourages institutional investors to look carefully at the effectiveness of their portfolio diversification. CACEIS supports the research chair on “New Frontiers in Risk Assessment and Performance Reporting” in which this research was produced.
EDHEC-Risk Institute has announced the results of the EDHEC European ETF Survey 2013, a comprehensive survey of 207 European ETF investors. The survey was conducted as part of the Amundi ETF & Indexing research chair at EDHEC-Risk Institute on “Core-Satellite and ETF Investment.”
Between August and November 2013, EDHEC-Risk Institute surveyed 109 institutional investors from across Europe, including Europe’s largest pension and reserve funds, insurance and provident institutions and their asset management subsidiaries, to document their expectations and requirements with respect to index transparency and take stock of their perceptions of, and the extent of their support for, the main directions of the ongoing regulatory debate on indexing and financial benchmarks.
Smart beta investing, efficient risk diversification, liability driven investment (LDI) strategies, infrastructure and fixed income investing are among the topics to be presented at the EDHEC-Risk Days Europe 2014 conference at The Mermaid Conference & Events Centre in Blackfriars, London on March 25-26 next.