MALONGO ELOUAI Hassan

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Working Paper 24.06.2019 Factor Investing in Currency Markets: Does it Make Sense?
44

The concept of factor investing emerged at the end of the 2000s and has completely changed the landscape of equity investing.

More > 10 minutes
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  • 44
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Working Paper 19.06.2018 Portfolio Allocation with skewness risk: A practical guide
14

In this article, we show how to take into account skewness risk in portfolio allocation.

More > 10 minutes
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  • 14
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Working Paper 16.10.2017 Understanding the Momentum Risk Premium
19

Momentum risk premium is one of the most important alternative risk premia. Since it is considered a market anomaly, it is not always well understood.

More > 10 minutes
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  • 19
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Working Paper 5.07.2016 The Reactive Covariance Model and its implications
10

The Reactive Covariance Model and its implications

More > 10 minutes
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  • 10
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Working Paper 23.06.2016 On the stationarity of dynamic conditional correlation models
11

On the stationarity of dynamic conditional correlation models

More > 10 minutes
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  • 11
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Working Paper 15.01.2012 Volatility Strategies for Global and Country Specific European Investo...
11

Adding volatility exposure to an equity portfolio offers interesting opportunities for long-term investors.

More > 10 minutes
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  • 11

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