Go there if you have ever wondered 'Is the Market Portfolio Efficient When Investors Are Not Utility Maximisers?' or cared enough about 'Sensitivity of portfolio VaR and CVaR to portfolio return characteristics'.
This is not for everyone. As the site says it "is aimed at professionals who wish to benefit from EDHEC-Risk's analysis and expertise in the area of applied portfolio management research".
Note the 'applied' part - there isn't much philosophising going on here. These are practical people; engineers trying to design more efficient portfolios.
As with all professionally-targeted publications, the EDHEC language is jargon-heavy and opaque to outsiders, but money people excel in head-spinning prose, eg:
"Issues of contemporaneity, liquidity, different restructuring clauses and market supply and demand, all contribute to the fact that the market quoted term structure of CDS index spreads does not always agree with the term structure of CDS index spreads implied by the CDS term structures of the constituent credits."
But as a recent article in The Economist explains, sometimes the high-level money language (in this case the hedge funds dialect) may have purposes other than professional clarity:
"Like our [hedge fund] peers we have also started talking a lot about how we are 'multi-strategy' and 'capital-structure agnostic', and boasting about the benefits of our 'unconstrained' investment approach," the article says.
"This is better than saying we don't really understand what's going on."