24/06/2019 Portfolio Allocation Factor Investing in Currency Markets: Does it Make Sense? The concept of factor investing emerged at the end of the 2000s and has completely changed the landscape of equity investing.
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
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.