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In a new study entitled “Factor Investing and Risk Allocation: From Traditional to Alternative Risk Premia Harvesting”, drawn from the Lyxor Asset Management research chair on “Risk Allocation Solutions”, EDHEC-Risk extends the analysis of factor investing beyond traditional factors and seeks to investigate what the best possible approach is for harvesting alternative long short-risk premia.
ERI Scientific Beta, the smart beta index provider venture of EDHEC Risk Institute, today announced that assets tracking its smart beta indices had reached USD 10.3bn.
EDHEC Infrastructure Institute-Singapore (EDHECinfra) has released a new paper entitled “Cash Flow Dynamics of Private Infrastructure Project Debt”, drawn from the EDHEC-NATIXIS Research Chair on private infrastructure debt investments. This paper is the first empirical study of the dynamics of debt service cover ratio (DSCR) in infrastructure project finance and shows that focusing on certain data points and using advanced statistical methods can greatly improve investors’ ability to understand credit risk in private infrastructure debt.
ERI Scientific Beta, the smart beta index provider offshoot of EDHEC Risk Institute today announced a revolutionary “pay for what you get” approach to index pricing that will disrupt the traditional model of fixed fees on assets under management and enable investors to relate their fees directly to smart beta index performance.
We are very delighted to announce that Professor Riccardo Rebonato, a specialist in interest rate risk modelling with applications to bond portfolio management and fixed-income derivatives pricing, has joined EDHEC-Risk Institute on May 2, 2016. He also joined the EDHEC Faculty.
The conference included three major events allowing investment professionals to review major industry challenges, explore state-of-the-art investment techniques and benchmark practices to research advances.
EDHEC-Risk Institute has announced the results of the EDHEC European ETF Survey 2015, a comprehensive survey of 180 European ETF investors, conducted as part of the Amundi ETF, Indexing & Smart Beta research chair at EDHEC-Risk Institute on “ETF and Passive Investment Strategies”.
Smart beta solutions, factor investing, multi-asset risk allocation, infrastructure, and hedge fund investing are among the topics to be presented at the EDHEC-Risk Days 2016 conference at The Brewery in London on March 15-16 next.
EDHEC Business School (EDHEC) has launched a new research unit, called the EDHEC Infrastructure Institute-Singapore (EDHECinfra), dedicated to reducing the knowledge gap that has been preventing the trillion-dollar infrastructure investment industry from becoming a major asset class for institutional investors.
EDHEC Risk Institute has been conducting research for several years on the possibility of reconciling financial and environmental performance.
Building upon the success of the first seminar series, the second edition of the Yale School of Management–EDHEC-Risk Institute Certificate in Risk and Investment Management will start again from January 2016, both in London and New Haven.
An agreement between the European Parliament and the Council of the EU on a Regulation of financial benchmarks was found in the night of November 24 to 25, 2015.
The inaugural EDHEC-Risk Smart Beta Day, organised by EDHEC-Risk Institute in partnership with ERI Scientific Beta, will take place at The Plaza on Fifth Avenue in New York on December 15, 2015. The one-day conference will showcase the latest conceptual advances and research results in smart beta investing.
Any investment process should start with a thorough understanding of the investor problem. Individual investors do not need investment products with alleged superior performance; they need investment solutions that can help them meet their goals subject to prevailing dollar and risk budget constraints.