EDHEC-Risk Institute October 2016

Multi-Dimensional Risk and Performance Analysis for Equity Portfolios — October 2016

EDHEC-Risk Institute Publications (2013-2016)

• Deguest, R., L. Martellini, and V. Milhau. The benefits of sovereign, municipal and corporate inflation-linked bonds in long-term investment decisions (February). • Deguest, R., L. Martellini, and V. Milhau. Hedging versus insurance: Long-horizon investing with short-term constraints (February). •  Amenc, N., F. Goltz, N. Gonzalez, N. Shah, E. Shirbini and N. Tessaromatis. The EDHEC european ETF survey 2012 (February). •  Padmanaban, N., M. Mukai, L . Tang, and V. Le Sourd. Assessing the quality of asian stock market indices (February). • Goltz, F., V. Le Sourd, M. Mukai, and F. Rachidy. Reactions to “A review of corporate bond indices: Construction principles, return heterogeneity, and fluctuations in risk exposures” (January). •  Joenväärä, J., and R. Kosowski. An analysis of the convergence between mainstream and alternative asset management (January). •  Cocquemas, F. Towards better consideration of pension liabilities in European Union countries (January). •  Blanc-Brude, F. Towards efficient benchmarks for infrastructure equity investments (January).

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An EDHEC-Risk Institute Publication