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...
EDHEC and Russell team up for Solvency II benchmark indexes
CME Group chief executive slams proposed position limit regulations as “unnecessary”
The Certificate in Quantitative Finance program provides risk professionals with quant finance tools applicable to their roles, and now offers risk management electives. Join our online info session: 11 June
More Edhec articles
Edhec plans to carry out research on the uses of derivatives instruments for portfolio management in Asia from its new Singapore office.
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
Leading expert on buy-side portfolio risk management Bernd Scherer is leaving Morgan Stanley Investment Management (MSIM) in London to join the Edhec Business School in January. At MSIM, Scherer was...
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 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...
This whitepaper reviews the fundamental changes of Liquidity Risk Management under Basel III. It discusses how institutions can meet the regulatory requirements on liquidity risk management by enhancing their liquidity risk analytics, funds transfer pricing methodologies, liquidity stress testing frameworks, and enterprise risk management platforms.