5/12/2023 Portfolio Allocation Optimal Decumulation Strategies for Retirement Solutions This paper focuses on the optimal decumulation strategies for retirement solutions in those countries with a defined-contribution plan.
25/07/2022 Portfolio Allocation Precautionary Liquidity and Retirement Saving There is a large debate on the optimal degree of savings’ liquidity in retirement systems.
9/12/2021 Asset Pricing & Behavioural Finance Liquidity Stress Testing in Asset Management - Part 4. A Ste... This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions. The first...
6/10/2021 Asset Pricing & Behavioural Finance Liquidity Stress Testing in Asset Management - Part 3. Manag... This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions.
18/05/2021 Asset Pricing & Behavioural Finance Liquidity Stress Testing in Asset Management - Part 2. Model... This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions. The first...
5/01/2021 Asset Pricing & Behavioural Finance Liquidity Stress Testing in Asset Management - Part 1. Model... This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions.
26/03/2019 Portfolio Allocation Optimal Allocation in the S&P 600 under Size-Driven Illiquid... A number of empirical studies have investigated how mutual funds do react to incoming financial resources.
20/02/2019 Portfolio Allocation Constrained Risk Budgeting Portfolios This article develops the theory of risk budgeting portfolios, when we would like to impose weight constraints.
25/06/2015 Asset Pricing & Behavioural Finance Global Excess Liquidity and Asset Prices in Emerging Markets...