1/07/2019 Portfolio Strategy Emerging Markets: Vulnerability and contagion risks... Fragi... This article is aimed at analysing contagion within the emerging world in the past decades
1/07/2019 Portfolio Strategy How to differenciate emerging countries? New approaches for ... Once accepted the idea that the emerging world may behave like a block in period of crises (as the group of advanced countries also does), one must wonder...
28/03/2018 Portfolio Strategy Setting objectives for your asset allocation The objective of this paper is to describe how an investor can define a target return, split between that of Strategic Asset Allocation (SAA) and excess...
4/01/2018 Portfolio Strategy Keep Up The Momentum The momentum risk premium is one of the most important alternative risk premia alongside the carry risk premium. However, it appears that it is not always...
21/12/2017 Portfolio Strategy Megatrends and disruptions Consequences for Asset Management The asset management industry has to face three different types of challenges.