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Performance and Style Analysis
Style and Performance Analysis
The scientific goal of the research is to adapt the portfolio performance and style analysis models and methods to tactical allocation. The results of the research carried out by EDHEC-Risk Institute thereby allow portfolio alphas to be measured not only for stock picking but also for style timing.
HEDGE FUND PERFORMANCE
The purpose of this specialized section is to highlight some specific characteristics of hedge funds and their implications in terms of performance measurement.
EUROPERFORMANCE-EDHEC STYLE RATINGS
A detailed description of the methodology behind the EuroPerformance/EDHEC-Risk Institute Style Ratings.
ALPHA LEAGUE TABLE
The background, results and methodology of the first European ranking of asset management firms based on an accurate measure of risk-adjusted performance.
IPE-EDHEC INSTITUTIONAL ASSET MANAGEMENT AWARDS (IAMA)
The aim of the IPE/EDHEC-Risk Institute Institutional Asset Management Awards (IAMA) is to use state-of-the-art financial research to reward asset managers on an objective basis. The IAMAs are the result of a quantitative evaluation of the quality of the institutional asset management offerings from investment management firms in Europe. This evaluation takes account not only of the performance of active portfolio management (alpha), but also of the relevance of the long-term allocation choices (beta) and the quality of risk management.
RATING THE RATINGS
A detailed summary of the study of the insufficiencies of the existing rating methods which puts into perspective the responses given to the inadequacies of the existing ratings by the EuroPerformance/EDHEC-Risk Institute Style Ratings.
PERFORMANCE MEASUREMENT FOR TRADITIONAL INVESTMENT
A study presenting the state of the art of performance measurement in the area of traditional investment, from a simple evaluation of portfolio return to the more sophisticated techniques including risk in its various acceptations. It also describes models that take a step away from modern portfolio theory and allow a consideration of cases beyond mean-variance theory.