10/06/2024 Real & Alternative Assets A core allocation to CTAs might be as wise as going tactical This paper reviews the pros and cons of several allocation methods to CTAs.
14/01/2019 Economy & Markets Investment perspectives for a new regime of returns After two years of positive performance across the board, with almost no asset class in negative territory, 2018 is marking a change of direction, with...
6/07/2018 Economy & Markets CIO Insights - Key investment convictions for the short and ... Long-term investing is about the belief that fundamental value exists and that asset class returns tend to mean revert to their equilibrium level and...
28/03/2018 Portfolio Strategy Setting objectives for your asset allocation The objective of this paper is to describe how an investor can define a target return, split between that of Strategic Asset Allocation (SAA) and excess...
4/01/2018 Portfolio Strategy Keep Up The Momentum The momentum risk premium is one of the most important alternative risk premia alongside the carry risk premium. However, it appears that it is not always...
20/09/2017 Portfolio Allocation Portfolio optimisation in an uncertain world Mean-variance efficient portfolios are optimal as Modern Portfolio Theory alleges, only if risk were foreseeable, that is under the hypothesis that price...
12/04/2017 Asset Pricing & Behavioural Finance Alternative Risk Premia: What Do We Know? The concept of alternative risk premia is an extension of the factor investing approach.