13/01/2020 Research ESG Investing in Recent Years: New Insights from Old Challen... This research is an update of the study that we published last year (Bennani et al., 2018) and that explored the impact of ESG investing
19/12/2019 Portfolio Allocation A Note on Portfolio Optimization with Quadratic Transaction ... In this short note, we consider mean-variance optimized portfolios with transaction costs.
9/12/2019 Fixed Income & FX Screen the Euro fixed income market in the era of three 'low... As 2020 approaches, the uncertainty in the market has receded but there are still risks ahead involving macroeconomic, political and technical factors....
3/12/2019 Retirement Quantitative easing: the end of the road for pension investo... Has central banks’ Quantitative Easing (QE) been a blessing or a curse for investors?
22/11/2019 Global Outlook 2020 Investment Outlook - Be agile to cope with diverging sc... After enjoying stellar performance this year, moving into 2020, investors will increasingly ask whether the global economy will proceed towards a trade...
8/11/2019 Capital Market Assumptions Asset Class Returns Forecasts - Q4 - 2019 Our medium-term baseline scenario is that of a late business cycle slowdown supported by the dovish U-turn of central banks. We expect economic growth...
4/11/2019 Fixed Income & FX High Yield: deep diving needed due to a more uncertain outlo... Global growth has been slowing since 2018, due to a combination of factors, including trade wars - with consequently slower global trade - past US Fed...
29/10/2019 Economy & Markets Buybacks - A multi-perspective review and thoughts on best p... Buybacks - A multi-perspective review and thoughts on best practices for company buyback policies
2/10/2019 Machine Learning & Artificial Intelligence Machine Learning Optimization Algorithms & Portfolio Allocat... Portfolio optimization emerged with the seminal paper of Markowitz (1952). The original mean-variance framework is appealing because it is very efficient...
30/09/2019 Asset Pricing & Behavioural Finance Forecasting Combination: An Application For Exchange Rates This paper tries to forecast exchange rates by comparing forecasting methods that take into account cointegration and methods that do not.