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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.
EDHEC-Risk Institute is pleased to announce that two new members have joined its international advisory board, which brings together distinguished scholars, representatives of regulatory bodies as well as senior executives from business partners and other leading institutions.
EDHEC-Risk Institute is pleased to announce that five new members have joined its international advisory board, which brings together distinguished scholars, representatives of regulatory bodies as well as senior executives from business partners and other leading institutions.
This study analyses the effect of the new LTGA spread risk calibration on bond management.
The European Fund and Asset Management Association (EFAMA) recently ventured that the European Securities and Markets Authority (ESMA) had exceeded its powers and mandate by issuing “quasi-regulation (...) on topics which were not previously regulated at EU level.”
EDHEC-Risk Institute and Lyxor are launching a three-year research chair entitled “Risk Allocation Solutions” to develop academic insights that can be used towards the design of high-performance multi-asset investment solutions, based on specific investor needs.
In a paper produced as part of the research chair on “The Case for Inflation-Linked Corporate Bonds: Issuers’ and Investors’ Perspectives” at EDHEC-Risk Institute, supported by Rothschild & Cie, EDHEC-Risk researchers have provided a comprehensive analysis of the sources of added-value of corporate bonds for institutional investors.
A new study from EDHEC-Risk Institute, entitled “The Local Volatility Factor for Asian Stock Markets,” has shown that using US VIX to hedge the volatility risk of Asian portfolios is not particularly effective.
Earlier this year EDHEC-Risk Institute organised two conferences, EDHEC-Risk Days Europe and EDHEC Risk Days Asia, which welcomed over 1500 delegates. The audience included institutional investors, private bankers, family offices and institutional money managers, in addition to over 70 speakers and panelists composed of industry professionals.