11/07/2024 Real & Alternative Assets Diversify with real and alternative assets It's time to enhance the asset allocation with commodities and real and alternative assets amid high uncertainty about growth and inflation.
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.
14/06/2016 Portfolio Allocation Asset Allocation under (one's own) Sovereign Default Risk The Greek drama of the late 2000s has returned sovereign risk awareness to centre stage.
15/03/2012 Portfolio Allocation No contagion, only globalisation and flight to quality In this article, tests for globalization and contagion are separated using an ex ante definition of crises, and contagion tests are neutralized with respect...