EDHEC-RIsk Institute

Research

SRI performance in France

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.

September 22, 2010

Research

The currency dimension

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.

July 21, 2010

Research

Does finance theory make the case for capitalisation-weighted indexing?

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.

Amanda WhiteJuly 3, 2010

Research

Hedge fund returns threatened by UCITs structure

Research by EDHEC-Risk Institute reveals fear that structuring hedge funds as UCITS will distort the funds’ strategies and diminish returns.

Amanda WhiteMay 18, 2010

Uncategorised posts

Performance attribution using a decision hierarchy approach

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.

Amanda WhiteDecember 14, 2009

<4of4>