Latest news for EDHEC Risk Institute 
The performance of multistrategy hedge fund indices whose portfolios included illiquid strategies has been extraordinarily overstated(20/01/2011)
In a new study entitled "A Suggestion for Remedying the Overstated Performance of Non-Investable Hedge Fund Indices," EDHEC-Risk Institute examines whether the liquidity crisis that followed the Lehman collapse and significantly impacted the performance of hedge fund strategies (especially the strategies exposed to credit risk) has increased excess return or not. The study compares the excess returns of non-investable indices and those of their i... [more]
Majority of European pension funds ignore the risk of a bankrupt sponsor leaving a pension fund with deficits(04/10/2010)
A new EDHEC Risk Institute Survey suggests that a majority of European pension funds have a “blinkered view of their risks.” According to the survey of 129 asset/liability management (ALM) specialists (pension funds, their advisers, regulators, and fund managers) representing assets under management of approximately €3 trillion, accounting risk (the volatility from the pension fund in the sponsor’s books) is managed by only 33% of respondents, an... [more]
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