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EDHEC-Risk Newsletter

• EDHEC-Risk Newsletter

EDHEC-Risk's quarterly electronic newsletter contains news from all the main sections of the EDHEC-Risk web site (editorial, feature, interview, research news, EDHEC-Risk publications, industry analysis, events, etc.).

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

Past Issues


December 2016

  • From Equity to Fixed-Income - Exploring New Frontiers and Pushing Boundaries in Factor Investing and Smart Beta
  • Smart Beta Strategies in Fixed Income
  • New Frontiers in Smart Beta Investing: Benefits and Limits of Traditional and Alternative Bond Benchmarks
  • Learn from 4 EDHEC-Risk experts on Fixed Income Securities
  • Time appears ripe for focusing on smart beta in fixed income - an interview with Riccardo Rebonato, Professor of Finance at EDHEC Business School and Member of EDHEC-Risk Institute
  • Hedging Inflation-Linked Liabilities without Inflation-Linked Instruments through Long/Short Investments in Nominal Bonds
  • Modelling Single-name and Multi-name Credit Derivatives
  • Modern Pricing of Interest-Rate Derivatives: The LIBOR Market Model and Beyond
  • Portfolio Management under Stress: A Bayesian-Net Approach to Coherent Asset Allocation
  • Calibrating the Italian Smile with Time-Varying Volatility and Heavy-Tailed Models
  • Mr Mark Fawcett appointed new chairman of EDHEC-Risk Institute's international advisory board
  • EDHEC-Risk Institute is associated with the Yale School of Management to offer executive education courses based on the exceptional strength and relevance of academic research: The Certificate in Risk and Investment Management

September 2016

  • Thoughts and Afterthoughts on the JOIM-Oxford-EDHEC Retirement Investing Conference
  • EDHEC-Risk Institute Research Insights - IPE Supplement Autumn 2016
  • Current Commodity Views: Themes and Wildcards
  • Investor Perceptions about Smart Beta ETFs
  • The digitalisation of the asset management industry will mostly impact distribution models - an interview with Bernd Scherer, Head of Quantitative Strategies at Deutsche Asset Management and Research Associate with the EDHEC-Risk Institute
  • Factor Investing and Risk Allocation: From Traditional to Alternative Risk Premia Harvesting
  • Initial Margin for Non-Centrally Cleared OTC Derivatives: Overview, Modelling and Calibration
  • Ten Misconceptions about Smart Beta: Analysing common claims on performance drivers, investability issues and strategy design choices
  • Professor Martellini on Advances in Asset Allocation: Investing with a goal in London on November 22-24, 2016
  • EDHEC-Risk Smart Beta Day Europe 2016 to take place on October 13, 2016 at the Intercontinental Amstel in Amsterdam
  • Hilary Till, EDHEC-Risk Institute Research Associate, publishes new research in the Journal of Governance and Regulation

June 2016

  • The Rise of the Robo-Advisors: The Start of a New Industrial Revolution in Wealth Management?
  • Research for Institutional Money Management - P&I Supplement May 2016
  • In what circumstances is it useful to examine whether the futures curve is in backwardation or in contango?
  • Is There a New Swing Producer in the Oil Markets?
  • Initial Margin for Non-Centrally Cleared OTC Derivatives - Overview, Modelling and Calibration
  • Research must be at the core of investment decisions and long-term allocation - an interview with Thierry Roncalli, Head of Research & Development at Lyxor
  • Frictional Diversification Costs: Evidence from a Panel of Fund of Hedge Fund Holdings
  • A Primer on the Tax Framework of Offshore and Onshore Hedge Funds
  • Skewness Strategies in Commodity Futures Markets
  • Insights on retirement investing from Lionel Martellini, Director of the EDHEC-Risk Institute
  • Professor Riccardo Rebonato joins EDHEC-Risk Institute
  • The Journal Of Investment Management (JOIM) - Call for papers
  • Frédéric Ducoulombier discussed factor investing at The Asset 2nd ETF Asia Summit on 15 June, 2016 in Taiwan
  • Hilary Till, Research Associate, to discuss movements in the oil markets at NYSSA event on 30 June, 2016 in New York

March 2016

  • Insights from the EDHEC European ETF Survey
  • EDHEC Research Insights - IPE Supplement Spring 2016
  • EDHEC-Risk Institute Research for Institutional Money Management - P&I Supplement February 2016
  • Enhancement of Asset Liability Management with Smart Beta Analysis
  • Diversified or Concentrated Factor Tilts?
  • JOIM-Oxford-EDHEC Retirement Investing Conference - an interview with H. Gifford Fong, Editor of the Journal of Investment Management (JOIM)
  • The Intended and Unintended Consequences of Financial-Market Regulations: A General Equilibrium Analysis
  • Is Smart Beta just Monkey Business? An Analysis of Factor Exposures, Upside-Down Strategies and Rebalancing Effects
  • How to Calibrate Risk Appetite, Tolerance and Limits: The Issues at Stake for Capital Allocation, ERM and Business Performance
  • EDHEC-Risk Director associated with a major discovery… in astrophysics
  • A great success for EDHEC-Risk Days 2016 with over 700 professionals in attendance from the investment and risk management industry
  • Insight from 3 world-class thought leaders on Harvesting Risk Premia in Equity and Bond Markets seminar, in partnership with Yale School of Management
  • Barry Schachter and Yaacov Kopeliovich, Research Associates at EDHEC-Risk Institute, receive the Peter L. Bernstein Award for the best paper published in an Institutional Investor journal in 2015
  • Hilary Till to review structural sources of returns for CTA's and commodity indices at PRMIA Chicago event on 19 May, 2016


To consult back issues of the newsletter prior to 2016, please click here.