29/11/2024 Sustainable Finance 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...
6/10/2021 Asset Pricing & Behavioural Finance Liquidity Stress Testing in Asset Management - Part 3. Manag... This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions.
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...
3/06/2021 Portfolio Allocation Measuring and Pricing Cyclone-Related Physical Risk under Ch... We propose a statistical methodology to quantify the financial implications of tropical cyclone-related physical risks implied by climate change.
18/05/2021 Asset Pricing & Behavioural Finance Liquidity Stress Testing in Asset Management - Part 2. Model... This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions. The first...
26/04/2021 Machine Learning & Artificial Intelligence Robo-Advising: Less AI and More XAI? We start by considering some of the key reasons behind the academic and industry interest in robo-advisors. We discuss how robo-advice could potentially...
24/03/2021 Machine Learning & Artificial Intelligence Bond Index Tracking with Genetic Algorithms Bond portfolio optimization is very different from equity portfolio optimization. Indeed, while continuous optimization is efficient when managing a portfolio...