Risk Control through Dynamic Core-Satellite Portfolios of ETFs: Applications to Absolute Return Funds and Tactical Asset Allocation — January 2010
EDHEC-Risk Institute Publications (2007-2010)
Goltz, F., and Le Sourd, V. Does finance theory make the case for capitalisation-weighted
Sender, S. Reactions to an EDHEC study on the impact of regulatory constraints on the
ALM of pension funds (October).
Amenc, N., L. Martellini, V. Milhau, and V. Ziemann. Asset-liability management in
private wealth management (September).
Amenc, N., F. Goltz, A. Grigoriu, and D. Schroeder. The EDHEC European ETF survey
Sender, S. The European pension fund industry again beset by deficits (May).
Martellini, L., and V. Milhau. Measuring the benefits of dynamic asset allocation strategies
in the presence of liability constraints (March).
Le Sourd, V. Hedge fund performance in 2008 (February).
La gestion indicielle dans l'immobilier et l'indice EDHEC IEIF Immobilier d'Entreprise
Real estate indexing and the EDHEC IEIF Commercial Property (France) Index
Amenc, N., L. Martellini, and S. Sender. Impact of regulations on the ALM of European
pension funds (January).
Goltz, F. A long road ahead for portfolio construction: Practitioners' views of an EDHEC
Amenc, N., L. Martellini, and V. Ziemann. Alternative investments for institutional
investors: Risk budgeting techniques in asset management and asset-liability management (December).
Goltz, F., and D. Schroeder. Hedge fund reporting survey (November).
D’Hondt, C., and J.-R. Giraud. Transaction cost analysis A-Z: A step towards best execution
in the post-MiFID landscape (November).
Amenc, N., and D. Schroeder. The pros and cons of passive hedge fund replication
Amenc, N., F. Goltz, and D. Schroeder. Reactions to an EDHEC study on asset-liability
management decisions in wealth management (September).
Amenc, N., F. Goltz, A. Grigoriu, V. Le Sourd, and L. Martellini. The EDHEC European ETF
survey 2008 (June).
Amenc, N., F. Goltz, and V. Le Sourd. Fundamental differences? Comparing alternative
index weighting mechanisms (April).
An EDHEC-Risk Institute Publication