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)
Le Sourd, V. Hedge fund performance in 2007 (February).
Amenc, N., F. Goltz, V. Le Sourd, and L. Martellini. The EDHEC European investment
practices survey 2008 (January).
Ducoulombier, F. Etude EDHEC sur l'investissement et la gestion du risque immobiliers
en Europe (November/December).
Ducoulombier, F. EDHEC European real estate investment and risk management survey
Goltz, F., and G. Feng. Reactions to the EDHEC study "Assessing the quality of stock
market indices" (September).
Le Sourd, V. Hedge fund performance in 2006: A vintage year for hedge funds?
Amenc, N., L. Martellini, and V. Ziemann. Asset-liability management decisions in private
Le Sourd, V. Performance measurement for traditional investment (literature survey)
An EDHEC-Risk Institute Publication