EDHEC-Risk Concept Industry Analysis Featured Analysis Latest EDHEC-Risk Surveys Research News Research Papers Books Features Interviews Indexes and Benchmarking EDHEC-Risk Efficient Equity Indices FTSE EDHEC-Risk ERAFP SRI Index Equity Index Research EDHEC-Risk Alternative Indexes Hedge Fund Index Research EDHEC-Risk IEIF Commercial Property Indices Amundi ETF "Core-Satellite and ETF Investment" Research Chair Style and Performance Analysis Hedge Fund Performance EuroPerformance/EDHEC-Risk Institute Style Ratings Performance Measurement for Traditional Investment Asset Allocation and Alternative Diversification Real Assets Newedge "Advanced Modelling for Alternative Investments" Research Chair CME Group "Exploring the Commodity Futures Risk Premium: Implications for Asset Allocation and Regulation" Strategic Research Project SGCIB "Structured Equity Investment Strategies for Long-Term Asian Investors" Strategic Research Project Asset Allocation and Derivative Instruments Structured Forms of Investment Strategies FBF "Structured Products and Derivatives" Research Chair Eurex "The Benefits of Volatility Derivatives in Equity Portfolio Management" Strategic Research Project ALM and Asset Management AXA Investment Managers "Regulation and Institutional Investment" Research Chair BNP Paribas Investment Partners "ALM and Institutional Investment Management" Research Chair Deutsche Bank "Asset-Liability Management Techniques for Sovereign Wealth Fund Management" Research Chair Ontario Teachers' Pension Plan "Advanced Investment Solutions for Liability Hedging for Inflation Risk" Research Chair Rothschild & Cie "The Case for Inflation-Linked Corporate Bonds: Issuers' and Investors' Perspectives" Research Chair Russell Investments "Solvency II Benchmarks" Research Chair La Française AM "Dynamic Allocation Models and New Forms of Target-Date Funds for Private and Institutional Clients" Research Chair Operational Risks and Performance Best Execution: MiFID and TCA Mitigating Hedge Funds Operational Risks CACEIS "Risk and Regulation in the European Fund Management Industry" Research Chair EDHEC-Risk Publications Reports, Studies, Surveys and Position Papers Academic Publications All EDHEC-Risk Publications Events Events organised by EDHEC-Risk Institute Alternative Investments Seminar, Singapore, 6-9 February, 2012 CFA Institute/EDHEC-Risk Institute Advances in Asset Allocation Seminar, San Francisco, 6-8 March, 2012 EDHEC-Risk Days Europe 2012, London, 27-29 March, 2012 Alternative Asset Allocation Seminar, New York, 11-13 April, 2012 Advances in Equity Portfolio Construction Seminar, London, 19-20 April, 2012 State-of-the-Art Commodities Investing Seminar, Singapore, 23-24 April, 2012 EDHEC-Risk Days Asia 2012, Singapore, 9-10 May, 2012 CFA Institute/EDHEC-Risk Institute Advances in Asset Allocation Seminar, New York, 12-14 June, 2012 Advanced Commodity Investment Seminar, London, 19-20 June, 2012 Events involving EDHEC-Risk Institute's participation EDHEC-Risk Institute Presentation Research Programmes Research Chairs and Strategic Research Projects Partnership International Advisory Board Team EDHEC-Risk News EDHEC-Risk Newsletter EDHEC-Risk Press Releases EDHEC-Risk in the Press Careers EDHEC Business School EDHEC-Risk Executive Education EDHEC-Risk Institute PhD in Finance EDHEC-Risk Institute Executive MSc in Risk and Investment Management Investment Management Seminars Contact Us Contact Us
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EDHEC-Risk Newsletters

• EDHEC-Risk Monthly Newsletter

EDHEC-Risk's monthly electronic newsletter containing news from all the main sections of the EDHEC-Risk web site (editorial, feature, interview, research news, EDHEC-Risk publications, industry analysis, index returns, events, etc.) is circulated to over one million readers worldwide.

To subscribe to this complimentary newsletter, please contact: research@edhec-risk.com.

Past Issues


2012

January 2012

Summary:
  • EDHEC-Risk Days Europe 2012
  • Residential investments - a new asset class?
  • EDHEC-Risk Efficient Equity Indices: Live Results
  • What are the Risks of European ETFs?
  • Interview with Noël Amenc, Professor of Finance at EDHEC Business School and Director of EDHEC-Risk Institute
  • Fundamental Indexation: Rebalancing Assumptions and Performance
  • Solvency II: A unique opportunity for hedge fund strategies
  • Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
  • PhD in Finance 2012-2013 electives unveiled
  • EDHEC-Risk Institute announces forthcoming executive seminars
  • EDHEC-Risk Institute celebrates its 10-year anniversary with special events in Singapore, London and Paris


Archives

To consult back issues of the newsletter prior to 2012, please click here.




• EDHEC-Risk Institute PhD in Finance Newsletter

The EDHEC-Risk Institute PhD in Finance programme's bi-monthly newsletter provides the latest news about the programme, the school and the research centre, as well as faculty and student interviews, and other important information for prospective applicants.

To subscribe to this complimentary newsletter, please contact: maud.gauchon@edhec-risk.com.

Past Issues

Download the EDHEC-Risk Institute PhD in Finance programme newsletter.




• Executive MSc in Risk and Investment Management Newsletter

The EDHEC-Risk Institute Executive MSc in Risk and Investment Management bi-monthly newsletter provides the latest news about the programme, the school and the research centre, as well as faculty, and other important information for prospective applicants.

To subscribe to this complimentary newsletter, please contact: Mélanie Ruiz.

Past Issues

Download the Executive MSc in Risk and Investment Management programme newsletter.

 

FTSE EDHEC-Risk Efficient Indexes: December 2011
United States 0.85%
United Kingdom -0.41%
Eurobloc 0.38%
Developed Europe -2.23%
Dev. Europe ex. UK -2.54%
Japan 0.97%
Dev. Asia ex. Jap. -1.50%
Asia-Pac. ex. Jap. -0.56%
Asia-Pacific 0.33%
Developed -0.16%
Emerging -0.79%
All World ex. US -1.10%
All World ex. UK -0.12%
All World -0.23%


EDHEC-Risk Alternative Indexes: December 2011
Conv. Arb. 0.29%
CTA Global 0.34%
Dist. Sec. 0.50%
Emg. Mkts -1.81%
Eq. Mkt Neut. 0.06%
Event Driven -0.34%
Fix. Inc. Arb. 0.45%
Global Macro -0.22%
L/S Equity -0.56%
Merger Arb. 0.56%
Rel. Value 0.12%
Short Selling 0.41%
FoF -0.54%

EDHEC-Risk IEIF Commercial Property: December 2011
Price (FR) 2.11%
Total Return (FR) 2.11%





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