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
Featured Book
 
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.
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Authors: Editors: François-Serge Lhabitant, Greg N. Gregoriou
Editions: Wiley - 475 pages
 

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Alternative Investments
Handbuch Alternative Investments
August 2006
A handbook providing a comprehensive analysis of the alternative investment industry.
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Authors: Editors: Michael Busack, Dieter G. Kaiser
Editions: Gabler - Volume 1: 780 pages, Volume 2: 821 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).
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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.
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Authors: Edited by Greg N. Gregoriou, Georges Hübner, Nicolas Papageorgiou and Fabrice Rouah
Editions: Wiley Finance - 653 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.
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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.
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Authors: Mark J.P. Anson
Editions: John Wiley & Sons Inc. - 720 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.
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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.
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Authors: Frank Fabozzi
Editions: McGraw-Hill - 1,500 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.
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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.
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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.
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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.
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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.
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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.
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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.
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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
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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.
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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.
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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.
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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.
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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.
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Authors: François-Serge Lhabitant
Editions: Dunod - 320 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.
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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.)
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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
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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.
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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.
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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.
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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
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Authors: Lionel Martellini, Philippe Priaulet, Stephane Priaulet
Editions: John Wiley & Sons - 820 pages