EDHEC-Risk Institute - Articles and news items

ETFs remain the choice of investors for passive investment

News, Trading news / 28 March 2013 / EDHEC-Risk Institute

EDHEC-Risk Institute has announced the results of the EDHEC European ETF Survey 2012, which represents a comprehensive survey of 212 European ETF investors. The survey was conducted as part of the Amundi ETF research chair at EDHEC-Risk Institute on “Core-Satellite and ETF Investment.” (more…)

Smart Beta 2.0 – Taking the risks of new equity benchmarks into account

News, Treasury news / 18 March 2013 /

In research published today entitled, “Smart Beta 2.0,” EDHEC-Risk Institute is seeking to draw the attention of investors to the risks of traditional smart beta equity indices and propose a new approach to smart beta investing to take account of these risks. (more…)

EDHEC-Risk Institute- Inefficiency in Asian stock market indices

News, Treasury news / 5 March 2013 /

In a study entitled “Assessing the Quality of Asian Stock Market Indices,” researchers at EDHEC-Risk Institute have reported results for 10 major Asian stock market indices over the past decade. (more…)

EDHEC-Risk Institute proposes new method for assessing hedge fund performance

News, Trading news / 13 July 2012 / EDHEC-Risk Institute

In a newly-released research publication produced as part of the Newedge research chair on “Advanced Modelling for Alternative Investments,” EDHEC-Risk Institute has evaluated the performance of hedge funds through a non-linear risk adjustment of returns. This methodology is applied to various hedge fund indices as well as to individual hedge funds, considering a set of risk factors including equities, bonds, credit, currencies and commodities. (more…)

“Transparency, information and governance” tops the list of concerns

News, Treasury news / 17 April 2012 / EDHEC-Risk Institute

More than 160 high-level European fund management industry professionals were surveyed by EDHEC-Risk as part of the “Risk and Regulation in the European Fund Management Industry” research chair, sponsored by CACEIS. (more…)

EDHEC-Risk Institute calls for improved transparency, governance and auditability of indices

Legislation, News / 10 April 2012 / EDHEC-Risk Institute

In commenting on the ESMA Consultation Paper entitled “ESMA’s guidelines on ETFs ” (ESMA/2012/44, January 2012), EDHEC-Risk Institute has welcomed the broadened focus of this new consultation, which goes a long way towards approaching important issues in a horizontal way across all UCITS, rather than in a vertical way limited to UCITS ETFs, but regrets that the consultation paper has not gone further in several key areas: (more…)

EDHEC-Risk Institute denounces short selling bans

Legislation, News / 15 August 2011 / EDHEC-Risk Institute

EDHEC-Risk Institute has condemned the August 11 decisions by the financial market authorities in Belgium, France, Italy and Spain to impose or extend short-selling bans in the wake of renewed market volatility. (more…)