20/07/2022 Retirement Pension Funds Letter 15 - Stage 2022: Cycling on As holidaymakers resume their familiar summer breaks and crowds return to the Champs-Elysées to cheer on the final stage of the 2022 Tour de France, elsewhere...
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.
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.
28/11/2013 Portfolio Allocation Optimal Asset Allocation for Sovereign Wealth Funds: Theory ... This paper addresses management of sovereign wealth from the perspective of the theory of contingent claims.
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...