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Risk Control through Dynamic Core-Satellite Portfolios of ETFs: Applications to Absolute Return Funds and Tactical Asset Allocation — January 2010

EDHEC-Risk Institute Position Papers (2007-2010)

2009

  • Till, H. Has there been excessive speculation in the US oil futures markets?

(November).

  • Amenc, N., and S. Sender. A welcome European Commission consultation on the UCITS

depositary function, a hastily considered proposal (September).

  • Sender, S. IAS 19: Penalising changes ahead (September).

  • Amenc, N. Quelques réflexions sur la régulation de la gestion d'actifs (June).

  • Giraud, J.-R. MiFID: One year on (May).

  • Lioui, A. The undesirable effects of banning short sales (April).

  • Gregoriou, G., and F.-S. Lhabitant. Madoff: A riot of red flags (January).

2008

  • Amenc, N., and S. Sender. Assessing the European banking sector bailout plans

(December).

  • Amenc, N., and S. Sender. Les mesures de recapitalisation et de soutien à la liquidité

du secteur bancaire européen (December).

  • Amenc, N., F. Ducoulombier, and P. Foulquier. Reactions to an EDHEC study on the

fair value controversy (December). With the EDHEC Financial Analysis and Accounting Research Centre.

  • Amenc, N., F. Ducoulombier, and P. Foulquier. Réactions après l’étude. Juste valeur ou

non : un débat mal posé (December). With the EDHEC Financial Analysis and Accounting Research Centre.

  • Amenc, N., and V. Le Sourd. Les performances de l’investissement socialement responsable

en France (December).

  • Amenc, N., and V. Le Sourd. Socially responsible investment performance in France

(December).

  • Amenc, N., B. Maffei, and H. Till. Les causes structurelles du troisième choc pétrolier

(November).

  • Amenc, N., B. Maffei, and H. Till. Oil prices: The true role of speculation (November).

  • Sender, S. Banking: Why does regulation alone not suffice? Why must governments

intervene? (November).

  • Till, H. The oil markets: Let the data speak for itself (October).

  • Amenc, N., F. Goltz, and V. Le Sourd. A comparison of fundamentally weighted indices:

Overview and performance analysis (March).

  • Sender, S. QIS4: Significant improvements, but the main risk for life insurance is not

taken into account in the standard formula (February). With the EDHEC Financial Analysis and Accounting Research Centre.

An EDHEC-Risk Institute Publication

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