14/11/2018 Economy & Markets What lies ahead for the US economy and markets? The robust performance of the US economy in 2018 has led to the supremacy of US risk assets compared to the rest of the world.
9/05/2018 Fixed Income & FX Rethinking fixed income investing when the easy money is com... Core fixed income allocation, usually comprising high-quality government and corporate bonds, has played a relevant role in diversified portfolios over...
12/12/2017 Fixed Income & FX Credit Continuum: How to make it happen We have been living for the past few years under an unprecedented regime of unconventional monetary policies. Abundant liquidity poured into developed...
1/06/2017 Machine Learning & Artificial Intelligence Parameter Learning, Sequential Model Selection, and Bond Ret... Parameter Learning, Sequential Model Selection, and Bond Return Predictability
6/06/2016 Portfolio Allocation Designing a corporate bond index on solvency criteria Doubts are rising whether bond indices, in the way they are constructed, are effective in their role of representing the markets they are designed for.
3/11/2014 Portfolio Allocation The art of tracking corporate bond portfolios The corporate bond indices, built by market index providers to serve as investment benchmarks, contain a great many securities, and are for that reason...
15/04/2013 Asset Pricing & Behavioural Finance Fundamental indexation for bond markets The standard indices available for the bond investment markets, are composed of securities that are weighed by the size of the outstanding debt, and are...
15/04/2008 Portfolio Allocation Do Inflation-Linked Bonds Still Diversify? The diversifying power of inflation-linked (IL) bonds relative to traditional asset classes has changed significantly.