29/11/2024 Real & Alternative Assets Responsible Investment in Private Equity This article explores how responsible investing (RI) is shaping private equity (PE) practices, emphasizing governance and the industry's role in addressing...
30/11/2022 Sustainable Finance The Market Effect of Acute Biodiversity Risk: the Case of Co... In this paper, we investigate the relationship between biodiversity and companies, through the lens of corporate bonds.
23/11/2022 Sustainable Finance Net Zero Investment Portfolios - Part 1. The Comprehensive I... The emergence of net zero emissions policies is currently one of the most important topics among asset owners and managers.
18/11/2022 Portfolio Allocation Incorporating ESG Risk In Fundamental Market Risk Models This paper investigates the possible impact of ESG Risk when incorporated into front office driven Fundamental Market Risk Measurement approaches.
10/10/2022 Portfolio Allocation Capital Commitment Over ten trillion dollars are allocated to private market funds that require outside investors to commit to transferring capital on demand; most of these...
4/10/2022 Asset Pricing & Behavioural Finance Fast Filtering with Large Option Panels: Implications for As... The cross-section of options holds great promise for identifying return distributions and risk premia, but estimating dynamic option valuation models...
22/09/2022 Machine Learning & Artificial Intelligence Real-Time Macro Information and Bond Return Predictability: ... This paper proposes a weighted group neural network model and reexamines whether treasury bond returns are predictable when real-time, instead of fully-revised,...