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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)

2007

  • Amenc, N. Trois premières leçons de la crise des crédits « subprime » (August).

  • Amenc, N. Three early lessons from the subprime lending crisis (August).

  • Amenc, N., W. Géhin, L. Martellini, and J.-C. Meyfredi. The myths and limits of passive

hedge fund replication (June).

  • Sender, S., and P. Foulquier. QIS3: Meaningful progress towards the implementation of

Solvency II, but ground remains to be covered (June). With the EDHEC Financial Analysis and Accounting Research Centre.

  • D’Hondt, C., and J.-R. Giraud. MiFID: The (in)famous European directive (February).

  • Hedge fund indices for the purpose of UCITS: Answers to the CESR issues paper

(January).

  • Foulquier, P., and S. Sender. CP 20: Significant improvements in the Solvency II

framework but grave incoherencies remain. EDHEC response to consultation paper n° 20 (January).

  • Géhin, W. The Challenge of hedge fund measurement: A toolbox rather than a Pandora's

box (January).

  • Christory, C., S. Daul, and J.-R. Giraud. Quantification of hedge fund default risk

(January).

An EDHEC-Risk Institute Publication

41

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