11/03/2019 Portfolio Allocation Traditional and Alternative Factors in Investment Grade Corporate Bond Investing While the concept of factor investing has gained significant traction since the 2000s with the consequence of altering the landscape of equity investing,...
14/12/2018 Portfolio Allocation European asset -and mortgage- backed securities ten years on How do the European asset- and mortgage-backed securities fare today a decade after the financial crisis they have been incriminated in?
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...
25/06/2015 Portfolio Allocation The asset- and mortgage-backed securities market in Europe How do European asset- and mortgage-backed securities fare today five years after the 2008 crisis they have been incriminated in?
3/11/2014 Portfolio Allocation The art of tracking corporate bond portfolios The corporate bond indices, built by market index providers to serve as investment benchmarks, contain a great many securities, and are for that reason...
15/04/2013 Asset Pricing & Behavioural Finance Fundamental indexation for bond markets The standard indices available for the bond investment markets, are composed of securities that are weighed by the size of the outstanding debt, and are...