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Interviews
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Retirement Investment Management
In this month's interview, Mark Fawcett, Chief Investment Officer at the UK's National Employment Savings Trust (NEST) and Chairman of EDHEC-Risk Institute's International Advisory Board, discusses the long-term relationship between EDHEC-Risk Institute and NEST, as well as the retirement investing challenges facing European institutional investors. He also informs us about how NEST is contributing to the retirement debate and tells us how EDHEC-Risk Institute’s research can help pension funds to cope with these challenges. More...
12/06/17

Wealth Management
The Four-University Rotating FinTech Conference: Wealth Management Systems for Individual Investors will be held on 26 April, 2017 on the Princeton Campus. In this month's interview, we will discuss the partnership project between EDHEC-Risk Institute and the ORFE department at Princeton University, look at the partnership between the four academic institutions, unveil the list of featured speakers and topics covered, and present their hopes for this first edition of the conference. We will hear from Woo Chang Kim (KAIST Center for Wealth Management Technologies); John Mulvey (ORFE Department, Princeton University); Lionel Martellini (EDHEC-Risk Institute); and Andrew Yao (Institute for Interdisciplinary Information Sciences, Tsinghua University). More...
23/03/17

Fixed Income Investing
In this interview, we talk to Riccardo Rebonato, Professor of Finance at EDHEC Business School and Member of EDHEC-Risk Institute, about the reasons behind his decision to join EDHEC, his previous experience at PIMCO, his insights on fixed-income investing, and his current and future research projects. More...
28/11/16

Automated Asset Management
In this interview, we talk to Bernd Scherer, Head of Quantitative Strategies at Deutsche Asset Management and Research Associate with the EDHEC-Risk Institute. We discuss his new position paper, “What Investment Robots Need To Know”, as well as the impacts and implications automated asset management offerings have on the industry, and we take a deeper look into his research projects. More...
16/09/16

Risk Allocation Solutions
In this month's interview, we talk to Thierry Roncalli, Head of Research & Development at Lyxor, about the latest study from the Lyxor “Risk Allocation Solutions” research chair, which falls under EDHEC-Risk’s “ALM and Asset Allocation Solutions” programme. We also touch upon the main challenges that remain when it comes to efficiently harvesting alternative risk premia, and the value of academic research for the hedge fund industry. More...
08/06/16

EDHEC-Risk Institute
The JOIM-Oxford-EDHEC Retirement Investing Conference will be held on 11, 12 and 13 September 2016 on the Oxford University Campus. In this month’s interview H. Gifford Fong, Editor of the Journal Of Investment Management (JOIM), discusses this partnership, tells us more about JOIM’s mission and philosophy, unveils the list of featured speakers and topics covered, and gives his hopes for this conference. More...
21/03/16

Executive Education
In this month's interview, Will Goetzmann, Edwin J. Beinecke Professor of Finance and Management Studies, Director of the International Center for Finance at Yale School of Management and Lionel Martellini, Professor of Finance at EDHEC Business School and Director of EDHEC-Risk Institute, discuss Yale SOM and EDHEC-Risk Institute's shared history of bringing theory to practice, provide further details on the second edition of the seminar series, present the key success factors for this partnership, share their objectives and initiatives for the future and give us their thoughts about trends and paradigm changes that are affecting the investment industry. More...
30/11/15

EDHEC-Risk Institute
In this month's interview, we speak with Tomas Franzén, Chief Investment Strategist, AP2 - Andra AP-fonden and Chairman of EDHEC-Risk Institute's International Advisory Board, about EDHEC-Risk Institute's mission and achievements since it was founded, ERI Scientific Beta's initiative and the main challenges facing asset owners. More...
20/08/15

Infrastructure
In this month's interview, we speak with Thierry Déau, CEO of Meridiam, about the second research publication from the Meridiam/Campbell-Lutyens research chair at EDHEC-Risk Institute, which presents a pricing model for unlisted infrastructure equity investments, the major issues involved in data collection, the launch of the Long-Term Investors in Infrastructure Association (LTIIA) and future development of the infrastructure sector. More...
30/04/15

Academic Research
In this month's interview, we speak with Frank J. Fabozzi, Professor of Finance at EDHEC Business School and a member of the EDHEC-Risk Institute, who was recently awarded the James R. Vertin Award by the CFA Institute Research Foundation. The award recognised Frank Fabozzi's achievement in producing a relevant and valuable body of research that has contributed to the investment profession. He joins a distinguished group of prior recipients of the award, including Nobel prize recipients William Sharpe and Robert Shiller, and highly regarded investment experts Roger Ibbotson and Andrew Lo. More...
31/03/15

Infrastructure
In this month's interview, we speak with Benjamin Sirgue, Global Head of Aviation, Export & Infrastructure Finance within the Structured & Asset Finance business line of Natixis Wholesale Bank, about the most recent publication from the Natixis research chair at EDHEC-Risk Institute, on unlisted infrastructure debt valuation and performance measurement, the challenges raised by data collection, and future research on the valuation and regulation of infrastructure debt products. More...
26/01/15

Indices & Benchmarks
In this month's interview, we speak with Noël Amenc, Professor of Finance at EDHEC Business School, Director of EDHEC-Risk Institute and CEO of ERI Scientific Beta, about passive investment in general and smart beta investing in particular. The recent report from the Financial Services User Group, which advises the European Commission in the preparation of legislation or policy initiatives which affect the users of financial services, reveals that European investment management does not create much value, that few active managers outperform indices, and that even fewer persist in their outperformance. More...
16/12/14

Institutional Investment
In this month's interview, we speak to Cynthia Sweeney Barnes, Head of EMEA & Global Segments; Sophie Debehogne, Investment Specialist Customised & Fiduciary Solutions within the Multi Asset Solutions team; and Thomas Heckel, Head of Financial Engineering with BNP Paribas Investment Partners, about the EDHEC-Risk Institute publication, "Dynamic Liability-Driven Investing Strategies: The Emergence of a New Investment Paradigm for Pension Funds?" produced as part of the BNP Paribas Investment Partners research chair, the risk management approaches of pension funds, and BNP Paribas Investment Partners' approach to institutional markets in Europe. More...
01/07/14

Risk Management
In this month's interview, we speak to Anil Suri, Managing Director and Head of Portfolio Construction & Investment Analytics at Merrill Lynch Wealth Management, about the creation by Merrill Lynch Wealth Management and EDHEC-Risk Institute of a research chair on "Risk Allocation and Goals-Based Wealth Management." Anil Suri also discusses the role of research in Merrill Lynch Wealth Management's overall business strategy. More...
18/04/14

Institutional Investment
In this month's interview, we speak to Philippe Bourgues, Head of Operational Line – Front Office Solutions, CACEIS, about the research chair at EDHEC-Risk Institute on “New Frontiers in Risk Assessment and Performance Reporting,” and the new EDHEC-Risk Institute publication drawn from the research chair, entitled "Improved Risk Reporting with Factor-Based Diversification Measures." More...
12/03/14

Indices & Benchmarks
In this month's interview, we talk to Noël Amenc, Professor of Finance at EDHEC Business School, Director of EDHEC-Risk Institute and CEO of ERI Scientific Beta, about the reasons behind EDHEC-Risk Institute's creation of the Scientific Beta platform, the concept of smart beta and the current state of the market for index provision. More...
15/01/14

Indices and Benchmarking
In this month's interview, we talk to Valérie Baudson, Managing Director of ETFs and Indexing at Amundi, about levels of usage of ETFs, transparency and the UCITS ETF label, innovation in ETFs, the future of fixed-income ETFs, and active management of ETFs. Valérie Baudson has been Managing Director of Amundi ETF since December 2007. She is a graduate of HEC (Haute Ecole de Commerce, Paris) where she majored in Finance. More...
22/07/13

Institutional Investment
In this month's interview, we talk to Pascal Duval, Chief Executive Officer, Europe, Middle-East & Africa, with Russell Investments, about the fixed income research conducted within the Solvency II research chair at EDHEC-Risk Institute supported by Russell Investments, the ideal fixed-income offering for insurers, smart beta in the fixed-income area and the delays to implementation of the Solvency II directive. More...
28/05/13

Indices & Benchmarks
On the occasion of the publication of its Smart Beta 2.0 research, EDHEC-Risk Institute wishes to draw the attention of investors to sound management of the risks of investing in smart beta indices. In this interview with Noël Amenc, Professor of Finance, Director of EDHEC-Risk Institute, CEO of ERI Scientific Beta and co-author of the Smart Beta 2.0 position paper, Professor Amenc discusses the nature of the smart beta market, the risks of smart beta strategies and how they can be controlled, the principles of the Smart Beta 2.0 approach, and the application of the smart beta concepts to the fixed-income universe. More...
02/04/13

Executive Education
Yale School of Management and EDHEC-Risk Institute have teamed up to offer executive education courses based on the academic research conducted by both Yale School of Management and EDHEC-Risk finance faculty. The focus of these seminars will be on utilising the latest academic insights to help investment professionals better understand and implement advanced investment approaches and methodologies. In this interview, Steven Permut, Deputy Director, Executive Programs at the Yale School of Management, discusses Yale SOM and EDHEC-Risk Institute's shared history of bringing theory to practice. More...
08/03/13

Risk Management
In this month’s interview, Jean-Marc Eyssautier, Chief Risk and Compliance Officer for CACEIS Group and member of the CACEIS Executive Committee, discusses the latest publication from the CACEIS research chair at EDHEC-Risk Institute on “Risk and Regulation in the European Fund Management Industry,” and notably the specific recommendations contained in the study, and his hopes for the new research chair at EDHEC-Risk Institute supported by CACEIS, "New Advances in Risk Assessment and Performance Reporting." More...
21/12/12

Institutional Investment
In this month’s interview, Laurent Mignon, CEO of Natixis, discusses the recent launch of the research chair at EDHEC-Risk Institute supported by Natixis on the investment characteristics and governance of infrastructure debt instruments, his hopes for the research that will be conducted within the chair, and the usefulness of debt infrastructure for institutional investors. More...
28/11/12

Academic Research
The EDHEC-Princeton Institutional Money Management Conference 2013 will be held at the Princeton Club of New York in New York City on April 3, 2013. In July 2012 a partnership agreement was signed between EDHEC-Risk Institute and the department of Operations Research and Financial Engineering (ORFE) at Princeton University for the joint development of research and outreach activities in the area of risk and investment management. In this interview, Lionel Martellini, Professor of Finance at EDHEC Business School and Scientific Director at EDHEC-Risk Institute, discusses this partnership with Princeton. More...
09/11/12

Indices and Benchmarking
EDHEC-Risk Institute recently published a research paper entitled "The Risks of Volatility ETNs: a Recent Incident and Underlying Issues." In this interview, co-author Stoyan Stoyanov, Head of Research at EDHEC Risk Institute—Asia, provides background to some of the key questions addressed by the publication. Stoyan Stoyanov's research focuses on probability theory, extreme risk modelling, and optimal portfolio theory. He has published over thirty articles in leading academic and practitioner-oriented scientific journals. More...
09/10/12

Alternative Investment
In this month's interview, we talk to James Skeggs, Global Co-Head of the Alternative Investment Solutions Advisory Group within Newedge's Prime Clearing Services, about a new study from the Newedge research chair on advanced modelling for alternative investments, entitled “Robust Assessment of Hedge Fund Performance through Nonparametric Discounting,” the convergence between mainstream and alternative money management, and the value of academic research for the hedge fund industry. More...
17/09/12

Asset-Liability Management
In this month's interview, we talk to Pierre Moulin, Head of Financial Engineering at BNP Paribas Investment Partners, about the latest study from the BNP Paribas Investment Partners research chair on asset-liability management (ALM) and institutional investment management, the lessons for the investment management industry in the aftermath of the financial crisis, and the partnership between BNP Paribas Investment Partners and EDHEC-Risk Institute. More...
18/07/12

Portfolio Management
In this month's interview, we talk to Michael Peters, Member of the Eurex Executive Board, about the recent EDHEC-Risk study "The Benefits of Volatility Derivatives in Equity Portfolio Management," Eurex Exchange's ambitions globally in the area of volatility derivatives, the future evolution of Eurex Group's business, and Eurex's support for EDHEC-Risk Institute's research. More...
26/06/12

Institutional Investment
In this month's interview, we talk to Dominique Carrel-Billiard, CEO of AXA Investment Managers about the latest EDHEC-Risk study on pension plan design from the "Regulation and Institutional Investment" research chair at EDHEC-Risk Institute supported by AXA IM, the issue of risk management for institutional clients, the current regulatory climate, the future research to be conducted as part of the AXA IM research chair, and the health of the European institutional investment management industry. More...
22/05/12

Academic Research
In this month's interview, Ekkehart Boehmer, Professor of Finance at EDHEC Business School, discusses his research on execution and trading on equity markets, with a particular focus on high-frequency trading. He also talks about his research on short selling and the effectiveness of short selling bans. Before joining academia, Ekkehart Boehmer was Director of Research at the New York Stock Exchange and Senior Economist at the U.S. Securities and Exchange Commission. More...
25/04/12

Risk Management
In this month's interview, François Marion, CEO of CACEIS, discusses EDHEC-Risk Institute's recently-released publication “Shedding Light on Non-Financial Risks - a European Survey,” and also implementing measures for the AIFMD directive, regulatory developments in Europe, specific legislation for depositary banks, and the overall health of the European fund management industry in the wake of the financial crisis. More...
23/03/12

Institutional Investment
In this month's interview, we talk to Pascal Duval, Chief Executive Officer, Europe, Middle-East & Africa, with Russell Investments, about EDHEC-Risk's newly-released publication on Solvency Benchmarks, the implementation issues involved with these benchmarks and the challenges facing the insurance sector in Europe. Since he joined Russell in 1994, Pascal has held various positions in Europe. He has been head of partnerships and distribution alliances business in EMEA, which included responsibility for development of new strategic relationships across the region, such as Russell’s multi-manager fund programmes for the U.K. with the Lloyds TSB/Scottish Widows Group, Italy with ARCA SGR Spa, France with the Société Générale Group and Israel with Bank Hapoalim. More...
23/02/12

Indices and Benchmarking
In this month's interview, we talk to Noël Amenc, Professor of Finance at EDHEC Business School and Director of EDHEC-Risk Institute, about a new EDHEC position paper entitled, "What are the risks of European ETFs?" Noël Amenc is a member of the editorial board of the Journal of Portfolio Management, associate editor of the Journal of Alternative Investments, member of the advisory board of the Journal of Index Investing and a member of the scientific advisory council of the AMF (French financial regulatory authority). More...
18/01/12

Asset Management Research
In this month's interview, we talk to Pierre Trecourt, Head of Fixed Income Solutions & Institutions for Asia Pacific at Société Générale, about a study recently released by EDHEC-Risk Institute, entitled "Structured Equity Investment Strategies for Long-Term Asian Investors," the use of volatility targeting, SGCIB's plans for the Asian region, and their support for EDHEC-Risk Institute's research. More...
20/12/11

Commodities
In this month's interview, we talk to Dr Blu Putnam, Chief Economist and Managing Director at CME Group, about EDHEC-Risk Institute's recent research on long-short commodity investing supported by CME Group, the financialisation of commodity futures markets and calls for tighter regulation, CME Group's goals for Asia, and their support for EDHEC-Risk Institute's research. More...
24/11/11

EDHEC-Risk Institute
In this month's interview, we talk to Frédéric Ducoulombier, Director of EDHEC Risk Institute–Asia, about the platform's current and future research projects and executive education activities in the region. Since April 2010, Frédéric has been heading the operations and business development of the Institute in Asia. He holds a Masters in Management from IESEG School of Management (France), a graduate certificate in East Asian Studies from a Université de Montréal/McGill University programme (Canada); and is a Chartered Alternative Investment Analyst® (USA) designee. More...
23/09/11

Socially Responsible Investment
In this month's interview, we talk to Noël Amenc, Professor of Finance at EDHEC Business School, Director of EDHEC-Risk Institute, and Chairman of EDHEC-Risk Indices & Benchmarks, about a new EDHEC-Risk Institute study, "Performance of Socially Responsible Investment Funds against an Efficient SRI Index: The Impact of Benchmark Choice when Evaluating Active Managers." Noël Amenc is a member of the editorial board of the Journal of Portfolio Management, associate editor of the Journal of Alternative Investments, member of the advisory board of the Journal of Index Investing and a member of the scientific advisory council of the AMF (French financial regulatory authority). More...
19/09/11

Risk Management
In this month's interview, we talk to Lionel Martellini, Professor of Finance at EDHEC Business School and Scientific Director of EDHEC-Risk Institute, about the importance of risk management for institutional investors, the role of the investment horizon in asset allocation decisions, and the connection between portfolio optimisation and risk management. Lionel Martellini holds graduate degrees in Economics, Statistics and Mathematics, as well as a PhD in Finance from the University of California at Berkeley, and is a member of the editorial board of the Journal of Portfolio Management and the Journal of Alternative Investments. More...
24/08/11

Indices and Benchmarking
In this month's interview, we talk to Valérie Baudson, Managing Director, Exchange Traded Funds at Amundi, about the ETF market in Europe, the risks of ETFs and their replication methodologies, how to ensure adequate liquidity for ETFs, and the main criteria to take into account when selecting ETFs. Valérie Baudson has been Managing Director of Amundi ETF since December 2007. She is a graduate of HEC (Haute Ecole de Commerce, Paris) where she majored in Finance. More...
15/07/11

Institutional Investment
In this month's interview, we talk to Jean-Louis Laurens, General Partner & CEO, Rothschild & Cie Gestion, about the first-year research from the EDHEC-Risk Institute research chair supported by Rothschild & Cie, "The Case for Inflation-Linked Corporate Bonds: Issuers' and Investors' Perspectives," and the prospect of the return of inflation in emerging and developed markets. Jean-Louis Laurens has been General Partner of Rothschild & Cie Gestion and head of their asset management and private banking activities since September 2009. More...
30/05/11

Institutional Investment
In this month's interview, we talk to Pascal Duval, executive managing director of Russell Investments for Europe, the Middle East and Africa (EMEA) region, about the background to the new Russell Investments research chair at EDHEC-Risk Institute on Solvency II Benchmarks. In the interview, Pascal discusses the purpose and methodology of the benchmarks and the reasons behind the partnership with EDHEC-Risk Institute. More...
26/04/11

Academic Research
In this interview, we talk to Jean-François Boulier, Chairman of the Editorial Committee of Bankers Markets & Investors, and Chief Executive of Aviva Investors Europe about the editorial partnership between BM&I and EDHEC-Risk Institute; the influence of academic research on professionals; and the major challenges facing European institutional investors today. Jean-François Boulier is Honorary Chairman of the France Finance Association (AFFI) and Honorary Chairman of the French ALM Association (AFGAP). Author of a book and of numerous technical and academic papers, he contributes regularly to the French financial press. More...
16/03/11

Academic Research
In this interview, we talk to Raman Uppal, Professor of Finance at EDHEC Business School and Member of EDHEC-Risk Institute, about the reasons behind his decision to join EDHEC, his current research work, and the executive track of EDHEC-Risk Institute's PhD in Finance programme. Professor Uppal’s research specialises in portfolio selection, asset pricing, and risk management. He has published widely in leading journals such as the Journal of Finance, the Review of Financial Studies, and Management Science. He previously worked at London Business School and at the University of British Colombia and is a former Co-Director of the Financial Economics programme of the Centre for Economic Policy Research (CEPR). More...
24/02/11

Asset Management Research
In this interview, we talk to Mr Ong Chong Tee, Deputy Managing Director, Monetary Authority of Singapore and a member of EDHEC-Risk Institute's International Advisory Board, about the status of Singapore as a financial hub, the balance between regulation and the need to encourage competition, and the role of research and education in the financial industry. Ong Chong Tee is MAS’ Deputy Managing Director overseeing the central banking functions of Monetary Policy, Markets and Investments, as well as the Development functions. More...
18/01/11

Institutional Investment
In this interview, we talk to Dr Tai Tee Chia, Deputy Chief Risk Officer and Director of the Risk and Performance Management Department, Government of Singapore Investment Corporation (GIC) and a member of EDHEC-Risk Institute's International Advisory Board, about the usefulness of academic research in finance, the issues GIC focus on in asset allocation and risk management, and GIC's future investments in emerging economies. More...
14/12/10

Institutional Investment
In this interview we talk to Frédéric Surry, COO Multi-Expertise Investment Centres at BNP Paribas Investment Partners about the most recent research publication from the BNP Paribas Investment Partners research chair at EDHEC-Risk Institute on asset-liability management and institutional investment management, the advantages of dynamic risk-controlled strategies, and the consequences of the recent financial crisis for the investment management industry in general and BNP Paribas Investment Partners in particular. More...
13/12/10

Private Wealth Management
In this month's interview, Ton van Welie, Chief Executive Officer of Ortec Finance, discusses the survey of European private wealth management practices which has just been released as part of the "Private ALM" research chair at EDHEC-Risk Institute, and his views on what the future holds for the risk management and investment processes of pension funds, insurance companies, asset managers and real estate managers after the financial crisis. As CEO of Ortec Finance since 2006, Ton van Welie oversees the daily operations of the global provider of technology and advisory services for risk and return management for pension funds, insurance companies, asset managers and real estate managers. More...
25/11/10

Institutional Investment
In this month's interview, Boon-Chye Loh, Head of the Corporate and Investment Bank, Asia Pacific, at Deutsche Bank, discusses the specific challenges involved in catering to Sovereign Wealth Funds, Deutsche Bank's business strategy in this regard, and the output of the Deutsche Bank research chair on Asset-Liability Management Techniques for Sovereign Wealth Fund Management at EDHEC-Risk Institute, notably the first-year publication from the chair entitled "Asset-Liability Management Decisions for Sovereign Wealth Funds." More...
27/10/10

Investment Management
In this month's interview, Xavier Lépine, chairman of UFG, discusses the recent publication, "From Deterministic to Stochastic Life-Cycle Investing - Implications for the Design of Enhanced Forms of Target Date Funds", drawn from the UFG-LFP research chair at EDHEC-Risk Institute. He also comments on the current environment for both target-date funds and the full range of UFG-LFP's activities. Xavier Lépine has 25 years of experience in the alternative investment field. Appointed Vice Chairman and Managing Director of UFG Group in June 2006, he became Chairman of the Group in December 2006. More...
22/09/10

Indices and Benchmarking
In this month's interview, Valérie Baudson, Managing Director, Amundi ETF, discusses the findings of the EDHEC European ETF Survey 2010, recent trends in the ETF market, the contribution of ETFs to dynamic asset allocation and a series of European seminars on ETFs in which EDHEC-Risk Institute participated. Valérie Baudson has been Managing Director, Exchange Traded Funds at Amundi since December 2007. She is a graduate of HEC (Haute Ecole de Commerce, Paris) where she majored in Finance. More...
19/07/10

Institutional Investment
In this month's interview, Thibaud de Vitry discusses the results and potential implications of the recent EDHEC-Risk Institute survey on the asset-liability management practices of European pension funds, which was carried out as part of the EDHEC-Risk Institute "Regulation and Institutional Investment" research chair, sponsored by AXA IM, and his hopes and expectations for the future research work from the chair. Thibaud de Vitry is Global Head of Investment Solutions and Member of the Executive Committee, AXA Investment Managers. He was appointed Global Head of Investment Solutions in September 2007 and is responsible for Solutions’ Engineering, Structuring and Development, relationships with the AXA Insurance Companies, Asset Allocation Management and Insurance Investment. More...
28/06/10

Risk and Asset Management Research
In this month's interview, Mr Ng Nam Sin, assistant managing director of the development group at the Monetary Authority of Singapore puts the official support extended to EDHEC Risk Institute-Asia in the context of the region’s needs and the development of Singapore's financial sector. More...
25/05/10

Investment Management
In this month's interview, we speak to Sergio Focardi, Professor of Finance at EDHEC Business School, about the role of mathematical models in the financial crisis, his new book on investment management entitled "Quantitative Equity Investing: Techniques and Strategies," and his current research work. Professor Focardi's work on quantitative equity management, trading, investment management, portfolio optimisation, credit risk contagion, and financial econometrics has appeared in leading academic and practitioner journals. More...
14/05/10

Regulation
In this month's interview we talk to Abraham Lioui, Professor of Finance at EDHEC Business School, about his latest position paper "Spillover Effects of Counter-cyclical Market Regulation: Evidence from the 2008 Ban on Short Sales", and about his views on the role of the regulatory authorities in the stock markets. Professor Lioui has published widely in and refereed for leading journals. His research interests in finance revolve around the valuation of financial assets, portfolio management, and risk management. His economics research looks at the relationship between monetary policy and the stock market. More...
23/04/10

Alternative Investment
In this month's interview, Philippe Teilhard de Chardin, Global Head of Prime Brokerage at Newedge and member of EDHEC Risk Institute's International Advisory Board, discusses the consequences of the financial crisis for risk management, Newedge's activities with the alternative investment industry and Newedge's support for EDHEC Risk Institute's research, notably through the "Advanced Modelling for Alternative Investments" research chair. More...
23/03/10

Indices and Benchmarking
In this month's interview, Mark Makepeace, Chief Executive Officer of FTSE Group, discusses the newly-launched FTSE EDHEC-Risk Efficient Index series, the prospects for alternatively weighted indices with respect to market-cap weighted indices, and the future growth drivers for FTSE Group. Mark Makepeace established FTSE Group as an autonomous company in 1995 and has been responsible for the company's global expansion since. More...
22/02/10

Risk Management
In this month's interview, François Marion, CEO of CACEIS, discusses the role of the depositary bank within the value chain of the fund industry, the European Commission's plans to harmonise the depository function and to strengthen protection mechanisms, and the CACEIS/EDHEC-Risk research chair on "Risk and Regulation in the European Fund Management Industry." François Marion was appointed Chief Executive Officer of CACEIS in June 2009, when the group changed from being a company with a supervisory board to a company with a board of directors. He is also a member of the management committee of CAAM Group and a director of Euroclear SA/NV. More...
21/01/10

Investment Management
In this month's interview, Noël Amenc, Director of EDHEC-Risk Institute, discusses the launch of the EDHEC-Risk Institute Executive MSc in Risk and Investment Management. This new programme is designed for investment management professionals and other finance practitioners. It is offered in Asia—from Singapore—and in Europe—from London and Nice, is designed to be completed in seventeen months of part-time study and is formatted to be compatible with professional schedules. It appeals to senior executives, investment and risk managers or advisors, and analysts. More...
16/12/09

Alternative Investments
In this month's interview, Hilary Till, Research Associate with the EDHEC-Risk Institute, discusses the latest EDHEC-Risk position paper on the existence or otherwise of excessive speculation in the US oil futures markets, the transparency of global oil markets, and changes in the commodities markets. Hilary Till is the co-founder of the proprietary trading firm, Premia Capital Management, LLC. Before co-founding Premia Capital, Ms. Till was the Chief of Derivatives Strategies at Putnam Investments and prior to this position was a quantitative analyst at Harvard Management Company. More...
27/11/09

Investment Management
In this month's interview, Philippe Marchessaux, CEO of BNP Paribas Investment Partners, discusses the initial conclusions of the research carried out as part of the BNP Paribas Investment Partners research chair on asset-liability management in institutional investment management, the future direction of this research and the consequences of the financial crisis for the international asset management industry. Philippe Marchessaux is a graduate of HEC Business School, holds a BA in philosophy from the University of Paris-Sorbonne and is a member of the French Society of Financial Analysts (SFAF). More...
22/10/09

Private Wealth Management
In this month's interview, Ton van Welie, Chief Executive Officer of Ortec Finance, discusses a new EDHEC-Risk study on asset-liability management in private wealth management, the impact of the financial crisis on risk management and modelling, and Ortec Finance's business plan for Europe. Ton van Welie has been CEO of Ortec Finance since 2006 and oversees the daily operations of the leading, global provider of solutions for holistic risk/return management for pension funds, insurance companies, asset managers and real estate managers. More...
28/09/09

Asset Management
In this month's interview, Fathi Jerfel, Chief Executive Officer, Crédit Agricole Structured Asset Management and Crédit Agricole Structured Asset Management Americas, discusses the the research chair on "Core-Satellite and ETF Investment" at the EDHEC Risk and Asset Management Research Centre and ongoing developments in the ETF market. Fathi Jerfel is a graduate engineer from Polytechnique and from l’Institut Français du Pétrole. In September 2005, Fathi Jerfel was appointed Chief Executive Officer of Crédit Agricole Structured Asset Management (CASAM). Since January 2008, Fathi Jerfel, is a member of the General Management Board, in charge of specialised management. More...
07/07/09

Asset Management
In this month's interview, Xavier Lépine, chairman of UFG, discusses the new EDHEC UFG research chair on "Dynamic Allocation Models and New Forms of Target-Date Funds", the use of real estate in asset allocation, socially responsible investment, and the French market for life insurance and target-date funds. Xavier Lépine has 25 years of experience in the alternative investment field. Appointed Vice Chairman and Managing Director of UFG Group in June 2006, he became Chairman of the Group in December 2006. More...
20/05/09

Institutional Investment
In this month's interview, Nathalie Boullefort-Fulconis, Global Head of AXA IM Distribution, talks to us about the conclusions of EDHEC's recent research on the impact of regulation on the asset-liability management of European pension funds, AXA IM's business strategy for the future and the impact of the current crisis on institutional investors. Nathalie Boullefort-Fulconis was appointed Global Head of AXA IM Distribution in 2007. She is also a Member of the AXA IM Management Board and the AXA IM Executive Committee and Deputy CEO of AXA IM Paris. More...
15/04/09

Sovereign Wealth Funds
The EDHEC Risk and Asset Management Research Centre and Deutsche Bank recently set up a research chair on Asset-Liability Management and Risk Management for Sovereign Wealth Funds.

In this month's interview, Yassine Bouhara, Global Head of Structuring and Head of Deutsche Bank’s Global Markets division for Europe, the Middle East and Africa, discusses the importance of Sovereign Wealth Funds for Deutsche Bank and the research collaboration with EDHEC.
More...
23/03/09

Financial Crisis
EDHEC has published several studies and position papers on the regulatory aspects of the financial crisis. Noël Amenc, Professor of Finance and Associate Dean of Research at EDHEC Business School and Director of the EDHEC Risk and Asset Management Research Centre, discusses their reach and logic in an interview that illustrates the “Research for Business” strategy that has led EDHEC to take a stance on matters central to the concerns of businesses and, more broadly, of economic policymakers. More...
10/02/09

Regulation
In the context of the measures being taken to put an end to the current financial crisis, the extent to which fair value accounting can be blamed—or whether it can be blamed at all—for the intensification of the slump has been widely debated. In this interview, Philippe Foulquier, Professor of Finance at EDHEC Business School and Director of the EDHEC Financial Analysis and Accounting Research Centre analyses the respective roles of accounting standards and prudential regulations in the current banking crisis. More...
20/01/09

Private Wealth Management
In this month’s interview we speak to Joost Rietvelt of Van Lanschot about the practical implications of using ALM techniques in private wealth management and also welcome an article by Guus Boender and Ronald Janssen on Asset-Liability Management for Private Individuals. Joost Rietvelt runs the private banking activities of Van Lanschot in The Netherlands, Luxembourg, Switzerland and Curacao. In a recent EDHEC publication produced in partnership with ORTEC Finance, “Reactions to an EDHEC Study on Asset-Liability Management Decisions in Private Wealth Management,” industry practitioners gave their views on the potential advantages and challenges of using ALM techniques in the private wealth management sector. More...
12/12/08

Asset Management Education
In this month's interview, we talk to Jaksa Cvitanic about continuous time finance, his role in EDHEC's PhD in Finance programme and his current and future research. Jaksa Cvitanic is Professor of Mathematical Finance at Caltech. Prior to joining Caltech in 2005, he held positions as Professor of Mathematics and Economics at USC and Associate Professor of Statistics at Columbia University. He is regarded as a leading expert in mathematical finance and his work has focused on the application of stochastic methods to a wide variety of market and corporate finance issues. More...
04/11/08

Risk Management
In this month's interview, we talk to Dominic O'Kane, affiliated professor with EDHEC Business School, about his latest book, Modelling Single-Name and Multi-Name Credit Derivatives. Until 2006, Dominic O'Kane was a Managing Director at Lehman Brothers where he headed the Fixed Income Quantitative Research team, covering the pricing and risk models used across credit, interest rates, FX and commodity derivatives. Previously he spent 3 years at Salomon Brothers. He has a doctorate in theoretical physics from the University of Oxford. More...
09/10/08

Indices
In this month's interview, Rob Arnott, Chairman and Founder of Research Affiliates, discusses the merits of fundamental indexing and addresses some of the questions raised by the EDHEC Risk and Asset Management Research Centre's recent position paper on the subject. Rob Arnott has been a frequent contributor to leading financial journals and books and he has received five Graham and Dodd Scrolls and Awards, awarded annually by CFA Institute for best article of the year. More...
29/08/08

Institutional Investment
In this month's interview, Bob Johnson, Deputy CEO and Managing Director in the Education Division at CFA Institute and member of the EDHEC Risk and Asset Management Research Centre's International Advisory Board, introduces and explains the background to the new Code of Conduct for Members of a Pension Scheme Governing Body, produced by the CFA Institute Centre for Financial Market Integrity and a working group of global pension experts. More...
22/07/08

Institutional Investment
This month's interview with Noël Amenc, PhD, Professor of Finance at EDHEC Business School and Director of the EDHEC Risk and Asset Management Research Centre, is featured in a special supplement that was drawn up by the French financial daily AGEFI on the occasion of the EDHEC Institutional Days in Paris. In the interview, Professor Amenc discusses the research findings in the areas of Liability-Driven Investment, core-satellite allocation and ETFs that were presented in Paris. More...
25/06/08

Institutional Investment
In this month's interview, we speak to Theo Jeurissen, Chief Investment Officer, PMT and Chairman of the EDHEC Risk and Asset Management Research Centre's International Advisory Board about the regulatory and business challenges facing European institutional investors. Theo Jeurissen is responsible for the investment policies of PMT, the industry-wide Dutch pension fund in the engineering and related technical sectors, and oversees the investments handled by PMT's management company. PMT is the third largest pension fund in the Netherlands, with over a million participants. PMT's total assets under management exceed €33 billion. Before joining PMT, Theo Jeurissen was a member of the board of directors of ABP, the Dutch civil-service pension fund, and was responsible for equity management and investment policy development. More...
22/05/08

Executive Education
In this month's interview, we speak to Frédéric Ducoulombier, Associate Professor of Finance at EDHEC Business School and Director of EDHEC Asset Management Education about the recent launch of EDHEC's PhD in Finance. Frédéric Ducoulombier currently serves as deputy to EDHEC Business School’s Director of Research and heads EDHEC Asset Management Education. Over the last ten years, he has held positions in programme design, management, and internationalisation, and has taught finance in France and China. He joined the EDHEC Risk and Asset Management Research Centre in late 2004 to launch its executive education operation which now serves hundreds of organisations throughout Europe. More...
22/04/08

Market Liquidity
In this month's interview, we speak to François-Serge Lhabitant, Associate Professor of Finance at EDHEC Business School and Chief Investment Officer with Kedge Capital, about his new book, "Stock Market Liquidity: Implications for Market Microstructure and Asset Pricing." François-Serge Lhabitant is Associate Professor of Finance at EDHEC Business School and Chief Investment Officer with Kedge Capital. He was formerly a Member of Senior Management at Union Bancaire Privée, where he was in charge of quantitative risk management and subsequently, of the quantitative research for alternative portfolios. Prior to this, Francois-Serge was a Director at UBS/Global Asset Management, in charge of building quantitative models for portfolio management and hedge funds. More...
11/03/08

Alternative Investments
In this month's interview, we speak to Jim Dilworth, head of Morgan Stanley Investment Management Europe, Middle East and Africa (EMEA), about the MSIM EDHEC research chair in financial engineering and global alternative portfolios for institutional investors and the current and future challenges for MSIM's business. Jim Dilworth is the head of MSIM Europe, Middle East and Africa (EMEA). He joined Morgan Stanley in 2007 and has 27 years of industry experience. Prior to joining the firm, Jim was head of Goldman Sachs Asset Management and Private Wealth Management in Germany, where he also established and led GSAM’s pensions advisory group. More...
14/02/08

Alternative Investments
In this month's interview, we speak to US SEC Commissioner Paul S. Atkins, who was a keynote speaker at EDHEC's recent Hedge Fund Roundtable of Global Thought Leaders presented in partnership with CNBC Europe and the International Herald Tribune as part of the EDHEC Alternative Investment Days. Having spoken at the roundtable on the subject of regulation risk and whether regulators' attempts to protect investors were increasing moral hazard and adverse selection, Commissioner Atkins here addresses issues ranging from the implications of the growth of the hedge fund industry to shareholder activism and the subprime crisis. More...
14/01/08

Asset Management Education
In this month's interview, to coincide with the launch of the inaugural Advances in Asset Allocation seminar which is being organised jointly by EDHEC and CFA Institute and will be held in London next March, we speak to Jeffrey Diermeier, President and Chief Executive Officer of CFA Institute. CFA Institute is the global, professional association that administers the Chartered Financial Analyst (CFA) and Certificate in Investment Performance Measurement (CIPM) curriculum and exam programs worldwide, publishes the Financial Analysts Journal, conducts professional development programs, and, through its CFA Institute Centre for Financial Market Integrity, sets voluntary, ethics-based professional and performance-reporting standards for the investment industry. More...
17/12/07

Institutional Investment
In this month's interview, on the occasion of the launch of the AXA Investment Managers/EDHEC research chair in regulation and institutional investment, we discuss the current and future environment for institutional investment in Europe with Nathalie Boullefort-Fulconis. Nathalie Boullefort-Fulconis joined AXA Investment Managers in January 2003 as Global Head of Institutional Business and as a Member of the Executive Committee. She was appointed Global Head of Sales, Marketing & Client Service in July 2005 and Global Head of AXA IM Distribution in July 2007. More...
16/11/07

Institutional Investment
In this month's interview, we discuss the links between research and business and BNP Paribas Investment Partners' strategy with Gilles Glicenstein, Chairman of BNP Paribas Asset Management and Head of BNP Paribas Investment Partners. Gilles Glicenstein has been Chairman of BNP Paribas Asset Management (BNPP AM) since June 2005. Earlier, he had been Chief Executive Officer of the firm. From 1996 to 1999, he acted as Executive Vice-President of BNP Gestions (the asset management arm of BNP). He joined BNP Group in 1994 as Director of Strategy & Development and Executive Board Secretary from after having spent four years as a financial inspector and a treasury official at the French Ministry of Finance. More...
17/10/07

Risk Management
In this month's interview, we discuss credit risk, credit modelling and the initial risk management lessons to be learned from the subprime crisis with Dominic O'Kane, affiliated professor with EDHEC Business School. Dominic O'Kane was previously a Managing Director at Lehman Brothers where he headed the Fixed Income Quantitative Research team, covering the pricing and risk models used across credit, interest rates, FX and commodity derivatives. He was at Lehman for over 7 years. Previously he spent 3 years at Salomon Brothers. He has a doctorate in theoretical physics from the University of Oxford. More...
17/09/07

Institutional Investment
Samuel Sender, research associate with the EDHEC Risk and Asset Management Research Centre and ALM expert and senior insurance consultant with Finalyse, is the co-author of a major study drawn up by EDHEC entitled "The Impact of IFRS and Solvency II on Asset-Liability Management and Asset Management in Insurance Companies." He also co-wrote, with Philippe Foulquier, director of the EDHEC Financial Analysis and Accounting Research Centre, three position papers in response to the consultations and quantitative impact studies carried out by CEIOPS (the Committee of European Insurance and Occupational Pensions Supervisors) in order to prepare the Solvency II directive: "QIS 2: Modelling that is at odds with the prudential objectives of Solvency II"; "CP20: Significant improvements in the Solvency II framework but grave incoherencies remain"; and "QIS3: meaningful progress towards the implementation of Solvency II, but ground remains to be covered." More...
20/07/07

Alternative Investments
In this month's interview we speak to Mark Anson, Chief Executive Officer of Hermes and a member of the EDHEC Risk and Asset Management Research Centre's International Advisory Board, about his latest book, "Handbook of Alternative Assets," the role of corporate governance in operating performance, and the contribution of hedge funds to the equilibrium of the financial markets. Mark Anson is a qualified Attorney, Certified Public Accountant, Chartered Financial Analyst, and Chartered Alternative Investment Analyst, as well as author of five books and over 80 journal articles. More...
23/05/07

Financial Analysis and Accounting
In this month's interview we speak to Jean-François Lepetit, Associate Professor at EDHEC, Chairman of the EDHEC Risk and Asset Management Research Centre's International Advisory Board and recently appointed chairman of the CNC (Conseil National de la Comptabilité or National Accounting Council) about the IFRS standards, the role of research in financial analysis and accounting and his strategic goals for the future accounting framework in France. More...
20/05/07

Alternative Investments
In this month's interview we speak to François-Serge Lhabitant, Associate Professor of Finance at EDHEC Business School and Chief Investment Officer at Kedge Capital, about his new book, Handbook of Hedge Funds, his upcoming Advanced Hedge Fund Investing seminar with Professor Lionel Martellini in London, and current issues in the hedge fund industry and in academic research. Professor Lhabitant's research has been published in leading academic and practitioner journals and featured in major European and global business dailies. He is also a celebrated author of global bestsellers on alternative investments. Professor Lhabitant teaches alternative investments within EDHEC Business School’s MiM and MSc programmes. More...
12/04/07

Wealth Management
In this month's interview we speak to Yves Bonzon, Group Managing Investor and Chief Investment Officer with Pictet & Cie about EDHEC's recent study on applying an asset-liability management approach to wealth management, the modelling of clients' constraints and “liabilities”, the changing nature of the private banking business and his reservations about TIPS as an asset class. Mr Bonzon is currently Chairman of the Private Banking investment committee and manager of several key accounts for Pictet & Cie. More...
17/03/07

Alternative Investments
In this month's interview we speak to Hilary Till, Principal of Premia Capital Management, LLC, and a Research Associate with the EDHEC Risk and Asset Management Research Centre, about her research projects, the lessons to be drawn from the Amaranth case nearly six months later and current investor interest in commodities. Hilary Till is an internationally acknowledged expert in the field of commodities trading and natural resources futures markets. Formerly equity derivatives analyst and commodity futures trader with Harvard Management Company, and then senior vice president and head of the Derivative Strategies Group with Putnam Investments in Boston, Ms. Till has a B.A. in Statistics from the University of Chicago and an M.Sc. in Statistics from the London School of Economics. She studied at the LSE under a private fellowship administered by the Fulbright Commission. More...
16/02/07

Exchange-Traded Funds
In this month's interview we speak to Lindsay Tomlinson, Vice-Chairman of Barclays Global Investors, Europe, and a member of the EDHEC Risk and Asset Management Research Centre's international advisory board, about the EDHEC European ETF Survey 2006, Barclay Global Investors' positioning and strategic focus within the European fund management industry, the partnership between Barclays Global Investors and EDHEC and the future for exchange-traded funds.

Lindsay is a Cambridge University mathematics graduate and has a post graduate qualification in mathematical statistics. He is currently a member of the Financial Reporting Council, and of the NAPF Investment Council. Additionally, Lindsay is Chairman of the Code Committee of the Takeover Panel, and of the Actuaries' Professional Affairs Board.
More...
18/01/07

Institutional Investment
Following the launch in Paris at the EDHEC Institutional Days of a major new study co-produced by the EDHEC Risk and Asset Management Research Centre and the EDHEC Financial Analysis and Accounting Research Centre, entitled "The Impact of IFRS and Solvency II on Asset-Liability Management and Asset Management in Insurance Companies", we spoke to Dominique Carrel-Billiard, CEO of AXA Investment Managers, who sponsored the report, about his views on the issues addressed in the study and AXA IM's strategic plans for Europe. More...
08/12/06

Market Regulation
On the occasion of the publication of the first book devoted to the the consequences of MiFID for the sell side and the buy side in the asset management industry, MiFID: Convergence Towards a Unified European Capital Markets Industry, co-written by EDHEC's Catherine D'Hondt and Jean-René Giraud, we discuss the issues surrounding MiFID with the authors. More...
08/11/06

Indices
Jean-Pierre Grimaud is Chief Investment Officer of SwissLife France and Vice-Chairman of the French association of institutional investors (Af2i). In this interview he talks about the recent EDHEC study commissioned by Af2i: 'Assessing the Quality of Stock Market Indices: Requirements for Asset Allocation and Performance Measurement.' More...
16/10/06

Risk
Bruno Dupire headed the Derivatives Research teams at Société Générale, Paribas Capital Markets and Nikko Financial Products before joining Bloomberg in New York to develop pricing, risk management and arbitrage models. He is best known for having pioneered the widely used Local Volatility model (simplest extension of the Black-Scholes-Merton model to fit all option prices) in 1993 and subsequent stochastic volatility extensions. More...
03/08/06

EDHEC-Risk
With a productive academic year in terms of publications and other initiatives coming to an end at the EDHEC Risk and Asset Management Research Centre, we discussed the centre’s activities and strategy for the future with Noël Amenc, PhD, Professor of Finance, Director of Research at EDHEC Business School, and Director of the Edhec Risk and Asset Management Research Centre. More...
28/07/06

Advisory Board
Following the second annual meeting of the EDHEC Risk and Asset Management Research Centre's International Advisory Board in Beaulieu-sur-Mer on the French Riviera on May 12th, 2006, the seven new members give the reasons behind their decision to join the board in this month's interview. More...
21/06/06

Alternative Investments
François-Serge Lhabitant, PhD, is Head of Research at Kedge Capital and an associate professor of finance at EDHEC Business School. He also sits on the EDHEC Risk and Asset Management Research Centre’s International Advisory Board. In this interview, he discusses the benefits of hedge funds for institutional investors and the latest alternative investment techniques. He also talks about the Lhabitant Martellini Advanced Hedge Fund Investing seminar, which will be held at the Savoy in London on June 22-23. More...
17/05/06

Derivatives
Laurence O’Connell, Director of Strategic Development with Man Financial and former COO of Man Investments, sits on the EDHEC Risk and Asset Management Research Centre’s International Advisory Board. In this interview, he discusses Man Financial’s future strategy, the challenges that the company is likely to face, and the Man Group’s partnership with EDHEC-Risk Advisory and the EDHEC Risk and Asset Management Research Centre. More...
11/04/06

Alternative Investments
In this month's interview, Frédéric Ducoulombier, Director of EDHEC AI Education talks to us about the need for educational standards in the alternative investment space, the growth of the Chartered Alternative Investment AnalystSM programme, and the new Lhabitant and Martellini Advanced Hedge Fund Investing seminar. More...
17/03/06

Alternative Investments
In this month's interview, Xavier Lépine, chairman of Alteram, talks to us about the recent launch of the Alteram Optimal Equity fund, the disappointing performance of hedge funds in recent years, the sources of hedge fund returns and the idea of combining hedge funds with private equity and real estate in the alternative arena. More...
20/02/06

Risk
In this month's interview, Jean-René Giraud, CEO of Edhec-Risk Advisory, the consulting arm of the Edhec Risk and Asset Management Research Centre, talks to us about the relative importance of financial and operational risks when it comes to hedge fund failures, the role that managed accounts and other means of investing in hedge funds can play in mitigating operational risks, the obstacles to successful due diligence and also about Edhec-Risk Advisory's recent activities and plans for 2006. More...
18/01/06

Alternative Investments
In this month's interview, Professor Lionel Martellini, PhD, the scientific director of the EDHEC Risk and Asset Management Research Centre, discusses a recent research paper entitled 'Investing in Hedge Funds: Adding Value through Active Style Allocation Decisions' and all of the centre's research programmes in the area of hedge funds. More...
15/12/05

Performance
Following the recent launch of the EuroPerformance-Edhec Alpha League Table, the first asset management firm rankings in Europe that are based on an accurate measure of alpha, Frédéric Picard, Managing Director of EuroPerformance, discusses the role of alpha in financial markets and rating agencies’ methods for classifying and ranking fund managers. More...
16/11/05

Alternative Investments
In this month’s interview, Patrick Fenal, Chief Executive Officer of Unigestion in Geneva, discusses Unigestion’s support for the Edhec Risk and Asset Management Research Centre’s activities, the links between research and business in the asset management industry, the minimum variance concept in investment management and the complementarities between private equity and hedge funds. More...
18/10/05

Financial Standards
Philippe Foulquier, a top-rated financial analyst specialising in the insurance sector and associate professor at Edhec Business School, talks to us about the likely impact of IFRS and Solvency II on the financial management of insurance companies, and about his current research projects. More...
13/09/05

Alternative Investments
In recent weeks, we have seen the launch of the Edhec Hedge Fund Diversifier Benchmarks in partnership with Lyxor AM, and the release of an Edhec research paper on structured products sponsored by SG CIB, entitled “Structured Forms of Investment Strategies in Institutional Investors’ Portfolios”. In this interview, Christophe Mianné, global head of equity derivatives at SG Corporate and Investment Banking, discusses the nature of the partnership between SG CIB/Lyxor and Edhec and his views on the future evolution of alternative investments and derivative products. More...
13/07/05

Operational Risk
Stéphane Daul, PhD, who heads the quantitative risk management methods team at EIM, has recently joined the Edhec Risk and Asset Management Research Centre as a research associate. In this interview, he discusses the importance of cooperation between academics and practitioners in the area of hedge funds, the management of operational risks within funds of hedge funds, the key components of successful operational due diligence and the nature of his research with EDHEC. More...
16/06/05

Edhec-Risk
Launch of the EuroPerformance-Edhec Style Ratings, development of a consulting activity on the organisation and management of risks, partnership with the firm Lyxor AM to create the Edhec Investable Hedge Fund Indices, promotion of a consulting activity in asset allocation and the design of investment products. In the last two years, Edhec has engaged in multiple initiatives that are outside the traditional scope of academic research. In this interview, Noël Amenc, director of the Edhec Risk and Asset Management Research Centre, explains the reasons behind these unusual initiatives for a business school. More...
13/05/05

Alternative Investments
François-Serge Lhabitant, PhD, is Associate Professor of Finance at EDHEC Business School, Professor of Finance at the University of Lausanne, and a senior advisor to Kedge Capital Partners. He is also an internationally respected author of books on hedge funds, including Hedge Funds: Myths and Limits and Hedge Funds: Quantitative Insights. In this interview, he discusses the topic of hedge fund indices. More...
06/04/05

Alternative Investments
SG AM is the Société Générale Group's asset management subsidiary which ranks among the top 20 players in the world. SGAM Alternative Investments is a SG AM subsidiary dedicated to third party management of alternative investments. In this interview, Arié Assayag, Director of Hedge Funds at Société Générale Asset Management (SG AM) talks about SG AM's volatility arbitrage strategy. More...
01/03/05

Alternative Investments
Vikas Agarwal is Assistant Professor of Finance at Georgia State University and Research Associate with the Edhec Risk and Asset Management Research Centre and has spent several years undertaking research on hedge funds. In this interview, Vikas explains his views on the hedge fund industry. More...
02/02/05

Performance
On 24th November, the EuroPerformance-Edhec Style Rating was successfully launched at a seminar that was held at the Etoile Saint-Honoré conference centre in Paris. In this interview, Frédéric Picard, Managing Director of EuroPerformance explains more about this joint initiative. More...
01/12/04

 
   
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