New research by EDHEC-Risk Institute questions the usefulness of analysing geographic equities exposures based on the stock’s place of listing, incorporation or headquarters. Head of applied research, Felix Goltz, suggests that in a globalised marketplace, a more meaningful analysis of geographic risk exposures, and performance attribution, comes from looking at geographic segmentation data including total sales
A new EDHEC-Risk Institute publication, “The Performance of Socially Responsible Investment and Sustainable Development in France: an Update after the Financial Crisis”, concludes that SRI should be integrated in a global process combining quantitative and qualitative approaches.
As recent events in the EU spark anxiety in financial markets, researchers at EDHEC Risk Institute examine various performance attribution models and the relation to currency decisions and overlay management.
Through their momentum properties, cap-weighted indices favour the emergence of speculative bubbles, according to research by EDHEC-Risk Institute, which concludes cap-weighted stock market indices offer no particular advantage.
Research by EDHEC-Risk Institute reveals fear that structuring hedge funds as UCITS will distort the funds’ strategies and diminish returns.
The increasingly dynamic nature of asset allocation and the combination of internal and external management within pension funds requires a performance evaluation model for deeper insight of the organisation’s results.
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