Edhec
ETFs have improved price efficiency between spot and futures markets, Edhec
ETFs have been a positive influence on the trading of related futures and securities markets, according to an Edhec survey
Physical ETFs are less risky, say European investors
Research institute Edhec-Risk's annual European exchange-traded funds survey has found that European investors think physical replication is less risky than synthetic exposure
EDHEC and SocGen release rationale for structured products in Asia
EDHEC and SocGen reveal all on Asian volatility
Chinese sovereign wealth funds should dump US stocks, report says
Chinese sovereign funds such as Safe Investment Company and CIC should consider dumping and even shorting US retail stocks during US economic downturns, if they want to adopt an integrated asset and liability management process when making investment…
EDHEC and Russell team up for Solvency II benchmark indexes
EDHEC and Russell team up for Solvency II benchmark indexes
CME slams potentially stricter position limit rules
CME Group chief executive slams proposed position limit regulations as “unnecessary”
Edhec-Risk Insitute makes Asian debut in Singapore
Edhec plans to carry out research on the uses of derivatives instruments for portfolio management in Asia from its new Singapore office.
EDHEC-Risk slams France on commodity derivatives regulation
Influential risk management and analytics business school, the EDHEC-Risk Institute, has criticised France for its hardline approach to commodity derivatives market regulation on lack of evidence
Study: pension funds should amend ALM risk models
European pension funds would experience greater stability if regulators amended asset liability management (ALM) rules to permit short-term risk taking using internal risk management models, a new paper argues.
Short-selling ban increased volatility more than credit crisis
The bans on short selling imposed in the US and Europe in 2008 had more effect on market volatility in off-limit stocks and equity markets than the financial crisis itself, a new study has concluded.
2008 worst year for hedge funds since records began
2008 was the worst year for hedge fund performance since data onalternative investment pools began to be tracked, with average returns of -17.08% across asset classes for the past year, a new report has revealed.
EDHEC: fraud is biggest hedge fund risk
More than three quarters of all hedge fund defaults are due to fraud or misrepresentation, according to a study by economists at the EDHEC business school in Nice.
European buy side still lags in risk management
The findings of a recent survey show that buy-side firms have increased their focus on risk management, but are still well behind their sell-side counterparts.