6/02/2018 Capital Market Assumptions Asset Class Returns Forecasts - Q1 - 2018 The robust global economic growth experienced in 2017 is expected to continue into 2018, albeit with some notable exceptions such as UK.
15/08/2013 Asset Pricing & Behavioural Finance A Tale of Two Eurozones: Banks's Funding, Sovereign Risk & U... The admission by the Greek government on October 18, 2009, of large-scale accounting fraud in its national accounts sparked an unprecedented sovereign...
15/06/2013 Portfolio Allocation Sovereign Wealth and Risk Management - A New Framework for O... This paper sets out a new analytical framework for optimal asset allocation of sovereign wealth, based on the theory of contingent claims analysis applied...