Latest news for EDHEC 
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]
Hedge funds deliver across-the-board gains in May(18/06/2009)
The EDHEC Alternative Indexes use factor analysis techniques to provide the best possible one-dimensional summaries of the information conveyed by the competing hedge fund indexes that are currently available on the market. Therefore, they can be thought of as a set of hedge fund indexes providing a cross section of existing indexes for each hedge fund strategy. In May, the stock market confirmed that it was on its way to recovery. Volatility ... [more]
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