Edhec
Index provider of the year: ERI Scientific Beta
Risk Awards 2019: Clients are flocking to Edhec offshoot for its bookish approach
Smart beta managers face fixed-income paradox
The extension of smart beta ideas to fixed income is posing questions about how well risk factors are really understood
Investors overlooking smart beta tracking errors, say experts
Few funds have tracking-error constraints, says risk institute
Index providers clash over evolution of multi-factor products
Battle of ideas on how best to offer new wave of smart beta exposures heats up
Does skewness matter to the pricing of commodity futures?
Paper designs and tests performance of new strategy in commodity futures
Six Swiss Exchange launches SPI Select Dividend Index
Focus on the highest historical dividend payments and profitability
ETFs to tap Edhec multi-strategy smart factor index
Products will wed two hot indexing trends
Index roundup: Morgan Stanley taps smart beta indexes
Index roundup
Vix options of limited use in hedging Asia portfolio tail risk
Misunderstanding of the correlation between global levels of volatility leading Asian investors to place too much faith in Vix, according to Edhec Risk Institute
Triple-scoring strategy for commodities generates superior risk-adjusted performance
Triple scoring of commodities: momentum, term structure and idiosyncratic volatility
Ucits hedge funds continue to underperform hedge funds
Ucits hedge funds underperform hedge funds
Hedge funds grapple with Solvency II look-through test
Clear and present data
Edhec-Risk Institute appoints new board member
Tomas Franzén appointed chairman of international advisory board
Edhec-Risk Institute warns of alternative index drawdowns
Edhec is reminding investors that alternative indexes can have significant drawdowns
Index roundup
Index roundup
Standard formula ‘an inadequate risk measure’ for high-risk bonds
Eiopa urged to adjust bond SCR as study by Edhec Business School suggests Solvency II could discourage insurers from long-term bond investment
Edhec develops framework for Solvency II equity risk management
Formula for risk control framework can optimise equity risk capital costs, claims research body
Lookback
Lookback
Current crop of equity and bond indexes criticised by Asia-Pacific investors
Concentration issues and a lack of diversification cited as problems in Edhec-Risk survey, though no alternatives in sight
Regulators failing on transparency, asset manager survey finds
Regulatory focus should shift, industry says