Publications

To ensure our research meets the needs of the corporate world, we present our publications in a format that makes key conclusions accessible to finance professionals. Each publication includes a clearly structured introduction, executive summary, and conclusion.

544 result(s)
Amaranth Lessons Thus Far
In September 2006, Amaranth Advisors, LLC collapsed under the weight of losses, which were reported as $6.6-billion.…

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EDHEC European ETF Survey 2008
The EDHEC European ETF Survey 2008 is part of the EDHEC Risk and Asset Management Research Centre’s Indices and…

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Timing Commodity Momentum
This paper examines simple timing strategies for commodity momentum, based on whether the market is in backwardation or…

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Low-Cost Momentum Strategies
The article analyses the impact of trading costs on the profitability of momentum strategies in the UK and concludes…

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Transparency and Accountability
This paper is part of a broader project examining the rules of political disclosure and their consequences. It presents…

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Hedge Fund Performance in 2007
In a context of moderate performance in the stock and bond markets in 2007, Funds of Hedge Funds, which are often taken…

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Fees at Risk
Hull (2007) writes: “For an asset manager the greatest risk is operational risk”. In 2008, however, asset management…

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Prudence with Multiplicative Risk
In this paper we analyze the conditions under which the presence of a multiplicative background risk induces a more …

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