9/05/2023 Economy & Markets Stress in US regional banks continues, while the Fed moves t... The Talks elaborates on the banking stress in US and the FOMC May meeting.
7/04/2023 Economy & Markets Potential Opportunities in the US Banking Sector The Talks elaborates on why the recent crisis in the banking sector is not a systemic one, and that there are select opportunities among banks.
27/03/2023 Economy & Markets Market nervous on Deutsche Bank, but fundamentals of Europea... Read it to get our latest views on the European bankig sector, recent market volatility and implications for investors.
24/03/2023 Investment Views Global Investment Views - April 2023 Crisis memories return in vulnerable markets
16/03/2023 Economy & Markets European banking sector set to withstand Credit Suisse fragi... Assessment of the recent developments regarding Credit Suisse with views on the European banking sector.
18/06/2019 Asset Pricing & Behavioural Finance Pricing Individual Stock Options using both Stock and Market... When it comes to individual stock option pricing, most applications consider a univariate framework.
19/06/2018 Portfolio Allocation Portfolio Allocation with skewness risk: A practical guide In this article, we show how to take into account skewness risk in portfolio allocation.
16/10/2017 Asset Pricing & Behavioural Finance Understanding the Momentum Risk Premium Momentum risk premium is one of the most important alternative risk premia. Since it is considered a market anomaly, it is not always well understood....
5/07/2016 Portfolio Allocation The Reactive Covariance Model and its implications The Reactive Covariance Model and its implications
23/06/2016 Portfolio Allocation On the stationarity of dynamic conditional correlation model... On the stationarity of dynamic conditional correlation models
16/12/2014 Asset Pricing & Behavioural Finance Modelling Tail Risk in a Continuous Space Non normal distributions are a fact of life. In the financial world, many distributions display tail risk, i.e. (negative) skewness and excess kurtosis.
15/01/2012 Portfolio Allocation Volatility Strategies for Global and Country Specific Europe... Adding volatility exposure to an equity portfolio offers interesting opportunities for long-term investors.
