30/04/2019 Economy & Markets Is inflation definitely dead or simply dormant? Consequences... In history, there have been periods when it was dormant, but revivals have always been painful. What is striking at present is the inability of some countries...
18/04/2019 Sustainable Finance Economic Modeling of Climate Risks Climate change is a subject that has been largely addressed from both macroeconomic and energetic standpoints.
26/03/2019 Portfolio Allocation Optimal Allocation in the S&P 600 under Size-Driven Illiquid... A number of empirical studies have investigated how mutual funds do react to incoming financial resources.
26/03/2019 Portfolio Allocation Persistence and Skill in the Performance of Mutual Fund Fami... Prior research has shown that decisions made at fund family level can account for a substantial portion of the performance of the individual active fund...
15/03/2019 Real & Alternative Assets Gold in central banks' asset allocation After a long lacklustre period during the 1980s and 1990s, the price of gold has picked up significantly since the new millennium, and central banks,...
11/03/2019 Machine Learning & Artificial Intelligence Financial Applications of Gaussian Processes and Bayesian Op... In the last five years, the financial industry has been impacted by the emergence of digitalization and machine learning. In this article, we explore...
11/03/2019 Portfolio Allocation Traditional and Alternative Factors in Investment Grade Corp... While the concept of factor investing has gained significant traction since the 2000s with the consequence of altering the landscape of equity investing,...
27/02/2019 Capital Market Assumptions Asset Classes Views: Medium and long term expected returns Our approach to expected returns estimates is model driven. We break down asset class dynamics into a long term component (or trend/fair value), mainly...
25/02/2019 Fixed Income & FX How investors should deal with the liquidity dilemma The paradox of liquidity (it dries up when most needed) remains one of the key challenges for investors on the aftermath of the great financial crisis...
20/02/2019 Portfolio Allocation Constrained Risk Budgeting Portfolios This article develops the theory of risk budgeting portfolios, when we would like to impose weight constraints.