Improved Risk Reporting with Factor-Based Diversification Measures

Improved Risk Reporting with Factor-Based Diversification Measures — February 2014

EDHEC-Risk Institute Position Papers (2011-2014)

2012 • Till, H. Who sank the boat? (June). • Uppal, R. Financial Regulation (April). •  Amenc, N., F. Ducoulombier, F. Goltz, and L. Tang. What are the risks of European ETFs? (January). 2011 •  Amenc, N., and S. Sender. Response to ESMA consultation paper to implementing measures for the AIFMD (September). • Uppal, R. A Short note on the Tobin Tax: The costs and benefits of a tax on financial transactions (July). •  Till, H. A review of the G20 meeting on agriculture: Addressing price volatility in the food markets (July).

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An EDHEC-Risk Institute Publication