Accounting for Geographic Exposure in Performance and Risk Reporting for Equity Portfolios

Accounting for Geographic Exposure in Performance and Risk Reporting for Equity Portfolios — March 2015

EDHEC-Risk Institute Publications (2012-2015)

• Goltz, F., and L. Tang. The EDHEC European ETF survey 2011 (March). •  Sender, S. Shifting towards hybrid pension systems: A European perspective (March). •  Blanc-Brude, F. Pension fund investment in social infrastructure (February). • Ducoulombier, F., Lixia, L., and S. Stoyanov. What asset-liability management strategy for sovereign wealth funds? (February). •  Amenc, N., Cocquemas, F., and S. Sender. Shedding light on non-financial risks – a European survey (January). •  Amenc, N., F. Cocquemas, R. Deguest, P. Foulquier, Martellini, L., and S. Sender. Ground Rules for the EDHEC-Risk Solvency II Benchmarks. (January). •  Amenc, N., F. Cocquemas, R. Deguest, P. Foulquier, Martellini, L., and S. Sender. Introducing the EDHEC-Risk Solvency Benchmarks – Maximising the Benefits of Equity Investments for Insurance Companies facing Solvency II Constraints - Synthesis -. (January). •  Amenc, N., F. Cocquemas, R. Deguest, P. Foulquier, Martellini, L., and S. Sender. Introducing the EDHEC-Risk Solvency Benchmarks – Maximising the Benefits of Equity Investments for Insurance Companies facing Solvency II Constraints (January). •  Schoeffler.P. Les estimateurs de marché optimaux de la performance de l’immobilier de bureaux en France (January).

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An EDHEC-Risk Institute Publication