Are Hedge-Fund UCITS the Cure-All?

Are Hedge-Fund UCITS the Cure-All? — March 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 EDHEC Risk Institute. He has a masters 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 and a member of the scientific advisory council of the AMF (French financial regulatory authority).

4

An EDHEC Risk Institute Publication