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.
27/08/2019 Sustainable Finance Do universal owners vote to curb negative corporate external... This paper tests whether very diversified and patient investors, also known as universal owners, tend to vote in favor of shareholder resolutions instructing...
6/08/2019 Capital Market Assumptions Asset Class Returns Forecasts - Q3 - 2019 We expect economic growth to evolve around potential for most developed economies in 2020. It could subsequently decrease below potential in 2021 driven...
2/08/2019 Fixed Income & FX Seek high yield opportunities, but be aware of liquidity con... Speculative grade bonds have been among the major beneficiaries of the rapid turn of both Fed and ECB monetary policy stances to much more dovish positions....
24/07/2019 Retirement Pension Funds Letter 7 - Put the Growth Bucket Back in the S... As long-term investors, Pension Funds need to find new distinct ways to invest and rethink the full potential of their growth bucket as a flexible opportunity...
1/07/2019 Portfolio Strategy Emerging Markets: Vulnerability and contagion risks... Fragi... This article is aimed at analysing contagion within the emerging world in the past decades
1/07/2019 Portfolio Strategy How to differenciate emerging countries? New approaches for ... Once accepted the idea that the emerging world may behave like a block in period of crises (as the group of advanced countries also does), one must wonder...