Research for Business

The EDHEC-Risk web site is based on a simple idea but one which provides a structure for all of EDHEC’s financial research activities: “How to enable professionals to get the most out of asset management research?“. As a consequence, EDHEC-Risk does not aspire to be the best academic research site nor the one that offers the most exhaustive information on the asset management industry. EDHEC-Risk, with its joint academic and professional expertise, is endeavouring to be the most useful site for practitioners who are keen to take advantage of research results to improve their investment and risk management processes.

Faced with increasing amounts of information, announcements that are made for publicity purposes and innovations in the asset management industry, the academic background of the EDHEC-Risk site editorial team allows you to take a step back from the facts and to select and synthesise the required information. Today, the real challenge is not to give more information but to give the best information, and this is why we consider that EDHEC-Risk has its place on the web.

Site Layout

edhec-risk.com is structured around three types of section:

* News sections
* Sections linked to the Centre’s research programmes
* Sections relating to research that is of relevance to the asset
management industry.

News Sections

The news sections are linked to the themes of the EDHEC Risk and Asset Management Research Centre’s research programmes. Currently, three main news sections are available on the site:

Research News

EDHEC selects, summarises and situates the major academic papers on asset management. The selection is made in relation to themes that correspond to the Centre’s research programmes. In this way, as with all the information and documents available on the site, the Research News contributions are referenced using key words which are common to the other sections on the site. Furthermore, this section gives access to overviews of the main international academic reviews. The review titles are themselves indexed using the edhec-risk.com key words. Lastly, “Books” allows readers to consult a selection of books authored by EDHEC researchers.

Industry Analysis

edhec-risk.com provides a reasoned analysis of asset management industry news. Topics are chosen according to two criteria: firstly, the extent of the number of references made in the international specialised press; secondly, the pertinence of the information in relation to the EDHEC research programme themes.

Features

Presents topics of particular interest to the asset management industry.

Sections linked to the Research Programmes

The EDHEC Risk and Asset Management Research Centre is conducting 6 research programmes. These programmes undergo a strict validation process from the incubation period to the development stage. When a programme reaches the development stage, an edhec-risk.com section is dedicated to it:

* Indexes and Benchmarking
* Style and Performance Analysis
* Asset Allocation and Alternative Diversification
* Asset Allocation and Derivative Instruments
* ALM and Asset Management
* Best Execution and Operational Performance

All of the EDHEC Risk and Asset Management Research Centre's publications (working papers, reports, surveys, position papers, etc.) may be found in the "EDHEC Publications" section.

The Asset Management Industry Sections

Interviews

Every month, a researcher or a practitioner from the asset management industry is interviewed by the edhec-risk.com team.

Events

edhec-risk.com provides access to events organised by EDHEC, as well as asset management industry events involving EDHEC's participation.

Unique Access to all Information

edhec-risk.com offers a unique access to all information appearing in the different sections and archives. The information is accessed using a search engine which generates both the key words and the content of available documents. All the information available on the site is accessible in relation to the key themes that correspond to the Centre’s research programmes.