A Better Grasp of Non-financial Risks

The European Fund Management Industry Needs a Better Grasp of Non-financial Risks — December 2010

About the Authors

Samuel Sender has participated in the activities of EDHEC-Risk Institute since 2006, first as a research associate—at the same time he was a consultant to financial institutions on ALM, capital and solvency management, hedging strategies, and the design of associated tools and methods. He is now a full-time applied research manager at EDHEC-Risk Institute. He has a degree in statistics and economics from ENSAE (Ecole Nationale de la Statistique et de l'Administration Economique) in Paris. Noël Amenc is professor of finance and director of development at EDHEC Business School, where he heads the EDHEC-Risk Institute. He has a masters degree in economics and a PhD in finance and has conducted active research in the fields of quantitative equity management, portfolio performance analysis, and active asset allocation, resulting in numerous academic and practitioner articles and books. He is a member of the editorial board of the Journal of Portfolio Management , associate editor of the Journal of Alternative Investments , member of the advisory board of the Journal of Index Investing and a member of the scientific advisory council of the AMF (French financial regulatory authority).

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An EDHEC-Risk Publication