12/03/2025 Portfolio Allocation Rethinking the Stock-Bond Correlation The article analyzes the changing correlation between stocks and bonds, highlighting the shift from negative to positive post-COVID-19 and its implications...
16/11/2023 Sustainable Finance Climate-Related Stress-Testing and Net-Zero Valuation This paper proposes a methodology for quantifying the climate-related transition impacts on energy-intensive companies.
26/05/2023 Asset Pricing & Behavioural Finance Behavioural Biases Among Retail and Institutional Investors Decision-makers are often subject to various behavioural biases.
9/03/2023 Sustainable Finance From Traditional to Sustainable Growth This article is a 360-degree analysis of the growth investment concept.
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.
11/03/2019 Portfolio Allocation Traditional and Alternative Factors in Investment Grade Corp... While the concept of factor investing has gained significant traction since the 2000s with the consequence of altering the landscape of equity investing,...
20/09/2017 Portfolio Allocation Portfolio optimisation in an uncertain world Mean-variance efficient portfolios are optimal as Modern Portfolio Theory alleges, only if risk were foreseeable, that is under the hypothesis that price...
12/04/2017 Asset Pricing & Behavioural Finance Alternative Risk Premia: What Do We Know? The concept of alternative risk premia is an extension of the factor investing approach.
14/06/2016 Portfolio Allocation Asset Allocation under (one's own) Sovereign Default Risk The Greek drama of the late 2000s has returned sovereign risk awareness to centre stage.
15/03/2012 Portfolio Allocation No contagion, only globalisation and flight to quality In this article, tests for globalization and contagion are separated using an ex ante definition of crises, and contagion tests are neutralized with respect...