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...
10/05/2024 Portfolio Allocation Stock-Bond Correlation: Theory & Empirical Results In this study, we provide an overview of stock-bond correlation modeling.
30/06/2021 Portfolio Allocation Revisiting Quality Investing In the field of factor investing, quality is undoubtedly the equity factor with the weakest consensus. This research investigates the best way to define...
26/02/2021 Portfolio Allocation Understanding the Performance of the Equity Value Factor After decades of sound performance, doubts have been cast on the ability of the equity value strategy to keep delivering in the aftermath of the 2008...
13/01/2021 Portfolio Allocation Responsible Investing and Stock Allocation We analyze the portfolio choices of approximately 913,000 active participants in employee saving plans in France.
9/11/2017 Portfolio Allocation Analysing the Exposure of Low-volatility Equity Strategies t... At the dawn of a potential rise in rates triggered by Central Banks in both Europe and the United States, doubts are being raised about the ability of...
15/03/2013 Portfolio Allocation Low risk equity investments: Empirical evidence, theories, a... Financial theory assumes that higher risk is compensated on average by higher returns.
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.
15/01/2012 Portfolio Allocation Inflation and Individual Equities We study the inflation hedging ability of individual stocks.