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 Equity Index Research EDHEC-Risk Alternative Indexes EDHEC-Risk IEIF Commercial Property Indices Hedge Fund Indices Literature EDHEC-Risk's Position on the Eligibility of Hedge Fund Indices for UCITS Assessing the Quality of Stock Market Indices EDHEC-Risk European ETF Survey Core-Satellite Investing Amundi ETF "Core-Satellite and ETF Investment" Research Chair Style and Performance Analysis Hedge Fund Performance EuroPerformance/EDHEC-Risk Institute Style Ratings Alpha League Table IPE/EDHEC-Risk Institute Institutional Asset Management Awards (IAMA) Rating the Ratings Performance Measurement for Traditional Investment Asset Allocation and Alternative Diversification EDHEC-Risk European Alternative Diversification Practices Survey Hedge Fund Style Allocation EDHEC-Risk Funds of Hedge Funds Reporting Survey The Amaranth Case The Hedge Fund Debate Core-Satellite Investing Newedge "Advanced Modelling for Alternative Investments" Research Chair Asset Allocation and Derivative Instruments Structured Forms of Investment Strategies Use of Derivatives in Asset Management FBF "Structured Products and Derivatives" Research Chair 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 ORTEC Finance "Private Asset-Liability Management" Research Chair Deutsche Bank "Asset-Liability Management Techniques for Sovereign Wealth Fund Management" Research Chair UFG "Dynamic Allocation Models and New Forms of Target-Date Funds for Private and Institutional Clients" Research Chair Rothschild & Cie "The Case for Inflation-Linked Bonds: Issuers' and Investors' Perspectives" Research Chair Operational Risks and Performance MiFID TCA in Europe: Current & Best Practices 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 Investment Management Review Editorial Policy Subscriptions Events Events organised by EDHEC-Risk Institute CFA Institute/EDHEC-Risk Institute Alternative Asset Allocation Seminar, London, 16-18 March 2010 CFA Institute/EDHEC-Risk Institute Alternative Asset Allocation Seminar, New York, 30 March-1 April 2010 CFA Institute/EDHEC-Risk Institute Advances in Asset Allocation Seminar, Singapore, 18-20 May 2010 Conférence de la Gestion Institutionnelle Française 2010, Paris, 8-9 juin 2010 CFA Institute/EDHEC-Risk Institute Advances in Asset Allocation Seminar, New York, 13-15 July 2010 EDHEC-Risk Institutional Days 2010, Monaco, 8-9 December, 2010 Events involving EDHEC-Risk Institute's participation EDHEC-Risk Institute Presentation Research Programmes Research Chairs International Advisory Board Partners Team EDHEC-Risk News 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
Featured Book
 
Asset Allocation
Portfolio Management
July 2008
Portfolio management has advanced to a highly specialised and quantitative discipline. This volume provides an overview of the theoretical framework underlying portfolio management as well as an insight into current trends.
More...
Purchase
this book
Authors: Bernd Scherer
Editions: Risk Books - 250 pages
 

Our Authors
 
Finance
Handbook of Finance, 3 Volume Set
August 2008
A comprehensive 3-volume set that covers both established and cutting-edge theories and developments in finance and investing.
More...
Purchase
this book
Authors: Editor: Frank J. Fabozzi
Editions: Wiley - 2714 pages

 
Alternative Investments
Handbuch Alternative Investments
August 2006
A handbook providing a comprehensive analysis of the alternative investment industry.
More...
Purchase
this book
Authors: Editors: Michael Busack, Dieter G. Kaiser
Editions: Gabler - Volume 1: 780 pages, Volume 2: 821 pages

 
Performance
Stock Market Liquidity: Implications for Market Microstructure and Asset Pricing
February 2008
A detailed look at the real role of liquidity in today's stock market.
More...
Purchase
this book
Authors: Editors: François-Serge Lhabitant, Greg N. Gregoriou
Editions: Wiley - 475 pages

 
Regulation
Investment Management Law and Practice
January 2010
The only trans-atlantic work addressing the legal and regulatory position in the UK and US.
More...
Purchase
this book
Authors: Edited by Timothy Spangler
Editions: Oxford University Press - 1,520 pages

 
Asset Allocation
Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies: Chinese translation
2007
A guide to the state-of-the-art techniques used in the analysis of bonds and bond portfolio management (Chinese translation).
More...
Purchase
this book
Authors: Editors: Frank J. Fabozzi, Lionel Martellini, Philippe Priaulet
Editions: Wiley Finance - 370 pages

 
Alternative Investments
Hedge Funds: Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation
September 2005
Leading hedge fund experts examine current trends, applications and theories in this in-depth look at hedge funds.
More...
Purchase
this book
Authors: Edited by Greg N. Gregoriou, Georges Hübner, Nicolas Papageorgiou and Fabrice Rouah
Editions: Wiley Finance - 653 pages

 
Asset Allocation
Dynamic Asset Allocation with Forwards and Futures
30 May 2005
More...
Purchase
this book
Authors: Abraham Lioui, Patrice Poncet
Editions: Springer - 256 pages

 
Alternative Investments
Handbook of Hedge Funds
December 2006
A comprehensive guide to the burgeoning hedge fund industry for investors and fund and portfolio managers.
More...
Purchase
this book
Authors: François-Serge Lhabitant
Editions: Wiley - 654 pages

 
Alternative Assets
Handbook of Alternative Assets
October 2006
Both an introduction to the world of alternative assets and a reference for the active investor.
More...
Purchase
this book
Authors: Mark J.P. Anson
Editions: John Wiley & Sons Inc. - 720 pages

 
Portfolio Management
Quantitative Equity Investing: Techniques and Strategies
March 2010
A comprehensive look at the tools and techniques used in quantitative equity management.
More...
Purchase
this book
Authors: Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm
Editions: Wiley Finance - 528 pages

 
Portfolio Management
Robust Portfolio Optimization and Management
June 2007
A technically rigorous but accessible guide to the latest advances in portfolio construction.
More...
Purchase
this book
Authors: Frank J. Fabozzi, CFA, Petter N. Kolm, Dessislava Pachamanova, Sergio M. Focardi
Editions: Wiley Finance - 495 pages

 
Portfolio Management
The Mathematics of Financial Modeling and Investment Management
April 2004
A publication covering a wide range of technical topics in mathematics and finance, enabling the investment management practitioner, researcher, or student to fully understand the process of financial decision-making and its economic foundations.
More...
Purchase
this book
Authors: Sergio M. Focardi, Frank J. Fabozzi
Editions: Wiley Finance - 800 pages

 
Portfolio Management
Modeling the Market: New Theories and Techniques
January 1997
A publication looking at the progress made, both in practice and in theory, toward producing a usable model of the market.
More...
Purchase
this book
Authors: Sergio M. Focardi, Caroline Jonas
Editions: Wiley Finance - 301 pages

 
Portfolio Trading
The Euromoney Global Portfolio Trading Handbook 2005 / 06
July 2005
Portfolio trading has become a jewel in the otherwise tarnished equities crown as fund managers increasingly gather their trades into one basket to reduce costs in volatile stock markets, With the rapid increase in usage of this investment tool, different investment groups are realising the benefits associated with it. The third edition of The Euromoney Global Portfolio Trading Handbook analyses these benefits and provides valuable insights from a select consortium of respected trading professionals into how to improve performance and cut costs.
More...
Purchase
this book
Authors: Editor: Claire Evans
Editions: Euromoney - 174 pages

 
Asset Allocation
The Handbook of Fixed Income Securities
April 2005
The world’s number 1 fixed income book, now with 21 all-new chapters.
More...
Purchase
this book
Authors: Frank Fabozzi
Editions: McGraw-Hill - 1,500 pages

 
Credit Risk
Modelling Single-name and Multi-name Credit Derivatives
July 2008
An up-to-date, comprehensive, accessible and practical guide to the pricing and risk-management of credit derivatives.
More...
Purchase
this book
Authors: Dominic O'Kane
Editions: Wiley Finance - 514 pages

 
Commodities
Risk Management in Commodity Markets: From Shipping to Agriculturals and Energy
November 2008
A publication focusing on the risk management issues associated with both soft and hard commodities, bringing together some of the best authors in the field.
More...
Purchase
this book
Authors: Editor: Hélyette Geman
Editions: Wiley Finance - 320 pages

 
Risk
Operational Risk: Practical Approaches to Implementation
March 2005
Topical, innovative and highly practical, this powerful new resource from Risk Books will help you successfully develop and enhance the operational risk function in your firm.
More...
Purchase
this book
Authors: Edited by Ellen Leander Davis
Editions: Risk Books - 360 pages

 
Alternative Investments
Directory of Fund of Hedge Funds 5th annual edition
October 31, 2005
The industry's largest printed Directory specific to Fund of Hedge Funds.
More...
Purchase
this book
Authors:
Editions: Alternative Asset Center - 1,033 pages

 
Asset Allocation
Advanced Bond Portfolio Management: Best Practices in Modeling and Strategies
December 2005
A guide to the state-of-the-art techniques used in the analysis of bonds and bond portfolio management.
More...
Purchase
this book
Authors: Editors: Frank J. Fabozzi, Lionel Martellini, Philippe Priaulet
Editions: John Wiley & Sons, Inc. - 576 pages

 
Risk
The Professional Risk Managers' Guide to Energy and Environmental Markets
2006
Edited by Peter C. Fusaro, with contributions from over 25 leading authors, The Professional Risk Managers' Guide to Energy and Environmental Markets brings these important and developing markets to life for all financial risk managers.
More...
Purchase
this book
Authors: Edited by Peter C. Fusaro
Editions: PRMIA Publications - pages

 
Alternative Investments
Hedge Funds: Crossing the Institutional Frontier
August 2006
A publication providing a detailed account of the key issues facing the hedge fund industry and strategies for hedge fund managers to gain success both over competitors and with investors, from leaders in the field.
More...
Purchase
this book
Authors: Editor: Sohail Jaffer
Editions: Euromoney Books - 189 pages

 
Market Regulation
MiFID: Convergence towards a unified European capital markets industry
August 2006
With many organisations misunderstanding the implications of MiFID on the capital markets industry as a whole and more specifically on their own firm, developing a better understanding of this significant piece of regulation has become vitally important. Providing you with a single source of information on the newly issued regulation, this book includes its practicalities and a review of the potential impact on the industry.
More...
Purchase
this book
Authors: Jean-René Giraud & Catherine D’Hondt
Editions: Risk Books - 342 pages

 
Commodity Investing
Intelligent Commodity Investing: New Strategies and Practical Insights for Informed Decision Making
March 2007
As commodities move into the realm of respectable investments and with research continually demonstrating their attractiveness in an overall portfolio, this book provides institutional investors with a framework for intelligent commodity investing.
More...
Purchase
this book
Authors: Edited by Hilary Till and Joseph Eagleeye
Editions: Risk Books - 350 pages

 
Alternative Investments
A Practitioner’s Guide to Alternative Investment Funds
January 2005
More...
Purchase
this book
Authors: Timothy Spangler
Editions: City & Financial Publishing - pages

 
Alternative Investment
"La Gestion Alternative"
23 January 2004
The first publication written in French to examine the present state of both the academic and professional knowledge of a subject which is still little known to investors and researchers in finance: hedge funds.
More...
Purchase
this book
Authors: Noël Amenc, Sébastien Bonnet, Gautier Henry, Lionel Martellini, Axel Weytens
Editions: Economica - 374 pages

 
Asset Allocation
The Handbook of European Fixed Income Securities
December 2003
The Handbook of European Fixed Income Securities is the first comprehensive guide to the European Fixed Income Markets. With contributions from thirty internationally recognized experts in the field of debt finance and derivatives, it is essential reading for the industry and a reference for practitioners.
More...
Purchase
this book
Authors: Frank J. Fabozzi (Editor), Moorad Choudhry (Editor)
Editions: John Wiley & Sons - 1024 pages

 
Alternative Investments
Intelligent Hedge Fund Investing
March 2004
Focusing on the wide range of hedge fund strategies and their associated challenges and risks, "Intelligent Hedge Fund Investing" presents the cutting edge of research to guide hedge fund investors past pitfalls and develop their risk assessment and risk management skills.
More...
Purchase
this book
Authors: Editor: Barry Schachter
Editions: Risk Books - 470 pages

 
Alternative Investments
Hedge Funds: Quantitative Insights
May 2004
A complete guide to portfolio techniques, asset allocation, performance measurement and product selection in the alternative investment world.
More...
Purchase
this book
Authors: François-Serge Lhabitant
Editions: Wiley - 354 pages

 
Alternative Investments
"Gestion Alternative : Origine, Stratégies, Performances"
2004
An introduction to the universe of alternative investment, and more specifically to that of alternative funds.
More...
Purchase
this book
Authors: François-Serge Lhabitant
Editions: Dunod - 320 pages

 
Finance and Economics
Financial Econometrics: From Basics to Advanced Modeling Techniques
January 2007
A comprehensive guide to financial econometrics.
More...
Purchase
this book
Authors: Svetlozar T. Rachev, Stefan Mittnik, Frank J. Fabozzi, Sergio M. Focardi, Teo Jašic
Editions: Wiley - 576 pages

 
Portfolio Management
Financial Modeling of the Equity Market: From CAPM to Cointegration
January 2006
An inside look at modern approaches to modeling equity portfolios.
More...
Purchase
this book
Authors: Frank J. Fabozzi, Sergio M. Focardi, Petter N. Kolm
Editions: Wiley Finance - 651 pages

 
Risk Management
Risk Management: Framework, Methods, and Practice
January 1998
A concise and readable publication covering both the theoretical underpinnings of risk management, as well as practical techniques for coping with financial market volatility.
More...
Purchase
this book
Authors: Sergio M. Focardi, Caroline Jonas
Editions: Wiley Finance - 219 pages

 
Alternative Investments
Commodity Trading Advisors: Risk, Performance Analysis, and Selection
October 2004
Provides a dramatic new understanding of the rewards and risks of investing in CTAs, an increasingly popular and potentially profitable investment alternative for institutional investors and high-net-worth individuals.
More...
Purchase
this book
Authors: Edited by Greg N. Gregoriou, Vassilios Karavas, Fabrice Rouah & François-Serge Lhabitant
Editions: John Wiley & Sons - 424 pages

 
Risk
Fixed-Income Securities: Dynamic Methods for Interest Rate Risk Pricing and Hedging
January 2001
This book provides a thorough explanation of modern methods for pricing and hedging fixed-income securities (i.e. government bonds, corporate bonds, treasury bills, and interest rate derivatives, etc.)
More...
Purchase
this book
Authors: Lionel Martellini & Phillipe Priaulet
Editions: John Wiley & Sons - 350 pages

 
Alternative Investments
Hedge Funds: Myths and Limits
May 2002
Full coverage of how hedge funds work, from risks to rewards
More...
Purchase
this book
Authors: Francois-Serge Lhabitant
Editions: John Wiley & Sons - 288 pages

 
Performance
Portfolio Theory & Performance Analysis
February 2002
In the last ten years, commercial and technical innovations have been increasingly prevalent within the asset management industry. It therefore seems essential to allow both practitioners and researchers to situate these innovations within a clear and consistent conceptual framework.
More...
Purchase
this book
Authors: Noël Amenc & Véronique Le Sourd
Editions: economica - 330 pages

 
Asset Allocation
Quantitative Equity Portfolio Management
1998
The book describes the main quantitative methods used in managing equity portfolios. Following a presentation of the principal asset pricing models, i.e. DDM, CAPM and APT, the book presents the methods used for the active selection of securities based on these models. It then deals with the different types of index management: pure replication, synthetic replication and tilted index management. Lastly, a major section is dedicated to static and dynamic methods of portfolio insurance.
More...
Purchase
this book
Authors: Noël Amenc, Véronique Le Sourd
Editions: Economica - 106 pages

 
Perfomance
Portfolio Theory and Performance Analysis
November 2003
In these bear market times, performance evaluation of portfolio managers is of central focus. This book will be one of very few on the market and is by a respected member of the profession.
More...
Purchase
this book
Authors: Noël Amenc, Véronique Le Sourd
Editions: John Wiley & Sons - 256 pages

 
Asset Allocation
Fixed Income Securities: Valuation, Risk Management and Portfolio Strategies
June 2003
The first comprehensive textbook for students studying fixed-income securities
More...
Purchase
this book
Authors: Lionel Martellini, Philippe Priaulet, Stephane Priaulet
Editions: John Wiley & Sons - 820 pages
 

 
Alternative Investments
Hedge funds - Origine, stratégies, performances (in French)
May 2008
A publication in French offering a comprehensive and structured approach to hedge funds / Un ouvrage offrant une approche complète et structurée de l'univers des hedge funds.
More...
Purchase
this book
Authors: François-Serge Lhabitant
Editions: Dunod - 400 pages