4/06/2025 Portfolio Allocation A Framework for Structuring a Blended Finance Fund This paper aims provides a comprehensive framework for structuring blended finance funds.
12/03/2025 Portfolio Allocation Rethinking the Stock-Bond Correlation The article analyzes the changing correlation between stocks and bonds, highlighting the shift from negative to positive post-COVID-19 and its implications...
14/11/2024 Portfolio Allocation Return Predictability, Expectations, and Investments: Experi... This paper proposes an experiment to understand why investors tend to adjust their portfolios insufficiently in response to changes in their own forecasts...
4/10/2024 Portfolio Allocation Risk Factor, Risk Premium and Black-Litterman Model This study introduces an extension of the Black-Litterman model that allows views to be applied to risk factors rather than individual assets.
10/05/2024 Portfolio Allocation Stock-Bond Correlation: Theory & Empirical Results In this study, we provide an overview of stock-bond correlation modeling.
5/12/2023 Portfolio Allocation Optimal Decumulation Strategies for Retirement Solutions This paper focuses on the optimal decumulation strategies for retirement solutions in those countries with a defined-contribution plan.
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.