EDHEC-Risk Concept
Industry Analysis
Featured Analysis
Latest EDHEC Surveys
Research News
Research Papers
Books
Features
Interviews
Indexes and Benchmarking
EDHEC Alternative Indexes
Hedge Fund Indices Literature
EDHEC's Position on the Eligibility of Hedge Fund Indices for UCITS
Assessing the Quality of Stock Market Indices
EDHEC European ETF Survey
Core-Satellite Investing
Style and Performance Analysis
Hedge Fund Performance
EuroPerformance-EDHEC Style Ratings
Alpha League Table
IPE-EDHEC Institutional Asset Management Awards (IAMA)
Rating the Ratings
Performance Measurement for Traditional Investment
Asset Allocation and Alternative Diversification
EDHEC European Alternative Diversification Practices Survey
Hedge Fund Style Allocation
EDHEC Funds of Hedge Funds Reporting Survey
The Amaranth Case
The Hedge Fund Debate
Core-Satellite Investing
Morgan Stanley Investment Management "Financial Engineering and Global Alternative Portfolios for Institutional Investors" Research Chair
Asset Allocation and Derivative Instruments
Structured Forms of Investment Strategies
FBF "Structured Products and Derivatives" Research Chair
Use of Derivatives in Asset Management
ALM and Asset Management
Solvency II
Impact of IFRS & Solvency II on ALM & AM in Insurance Companies
Managing Pension Assets
Benefits of Hedge Funds in ALM
ALM Decisions in Private Banking
AXA Investment Managers "Regulation and Institutional Investment" Research Chair
BNP Paribas Investment Partners "ALM and Institutional Investment Management" Research Chair
Best Execution and Operational Performance
MiFID
TCA in Europe: Current & Best Practices
Mitigating Hedge Funds Operational Risks
CACEIS, NYSE Euronext and SunGard "MiFID & Best Execution Research Chair"
Events
Events organised by EDHEC
EDHEC Institutional Days 2008, 12-13 June, 2008
IPE-EDHEC Institutional Asset Management Awards (IAMA), 12 June 2008
CAIA Review Seminars, London and Paris, June/July 2008
Lhabitant & Martellini Hedge Fund Investing Seminar, New York, 8-9 July, 2008
EDHEC PhD in Finance Information Sessions - Paris (13/05), London (21/05), New York (10/07)
Events involving EDHEC's participation
EDHEC Publications
Reports, Surveys and Position Papers
Academic Publications
All EDHEC Publications
EDHEC Risk and Asset Management Research Centre
Presentation
Research Programmes
Research Chairs
International Advisory Board
Partners
Team
EDHEC-Risk News
Press Releases
EDHEC in the Press
Careers
EDHEC Business School
EDHEC Asset Management Education
EDHEC PhD in Finance
Asset Management Seminars
CAIA Preparation
Contact Us
Contact Us
 |  |
 Indexes and Benchmarking
This research programme has given rise to extensive research on the subject of indices and benchmarks in both the hedge fund universe and more traditional investment classes. Its main focus is on analysing the quality of indices and the criteria for choosing indices for institutional investors. EDHEC also proposes an original proprietary style index construction methodology for both the traditional and alternative universes. These indices are intended to be a response to the critiques relating to the lack of representativity of the style indices that are available on the market. EDHEC was the first to launch composite hedge fund strategy indices as early as 2003.
Presents data downloads, graphs and the methodological background to the EDHEC Alternative Indexes.
Highlights some specific characteristics of hedge fund indices.
Details EDHEC's reply to the CESR Recommendations on the Eligibility of Hedge Fund Indices for Investments of UCITS, and EDHEC's answers to the subsequent CESR Issues Paper.
Research conducted by EDHEC on the main market indices used by European investors.
A comprehensive report on current ETF practices by asset managers and institutional investors in Europe.
In March 2004, within the context of a study dedicated to the use of EuroMTS trackers in institutional investment, the EDHEC Risk and Asset Management Research Centre began to advocate the core-satellite approach to investment management, by predicting that it would revolutionise asset management, not only in France but also in Europe. This section presents EDHEC's research in this area.
|
EDHEC Publications
The Divergence of Legal Procedures
How to Time the Commodity Market Approximating Independent Loss Distributions with an Adjusted Binomial Distribution   | |||||||||||||||||||||||||||||||||||||||||||||||
