19/06/2018 Portfolio Allocation Portfolio Allocation with skewness risk: A practical guide In this article, we show how to take into account skewness risk in portfolio allocation.
30/04/2018 Capital Market Assumptions Asset Class Returns Forecasts - Q2 - 2018 Global growth is expected to remain mostly supportive buoyed by robust demand and continues to be the main driver in asset prices for the next few years....
2/08/2018 Economy & Markets Where will the next financial crisis come from? Are we ready... The world is not yet completely out of the 2007-2008 financial crisis, but the risk of a new crisis already arises.
29/03/2018 Investment Insights Aggressive tax optimisation: what is the best ESG approach? Amundi is Europe’s largest asset manager by assets under management, totaling 1.4 trillion euros, and ranks in the top 10 worldwide.
28/03/2018 Portfolio Strategy Setting objectives for your asset allocation The objective of this paper is to describe how an investor can define a target return, split between that of Strategic Asset Allocation (SAA) and excess...
20/03/2018 Portfolio Allocation Illiquidity and investment decisions: a survey Investing in illiquid assets has become increasingly popular among individual and institutional investors.
16/03/2018 Investment Insights Shareholder Activism: Why Should Investors Care? Institutional investors have large and diversified portfolios with substantial company ownership and strong incentives to monitor and influence the firm’s...
1/03/2018 Retirement Pension Funds Letter 4 - The end of “easy money”: at the daw... Just after the recent market corrections and volatility spikes, important debates are arising again. The stress observed lately in the markets clearly...
12/02/2018 Emerging Markets Emerging Markets: How to unlock the next wave of returns After years of buoyant market conditions that have driven strong market performance across the board, investors are questioning for how long this “Goldilocks”...
6/02/2018 Capital Market Assumptions Asset Class Returns Forecasts - Q1 - 2018 The robust global economic growth experienced in 2017 is expected to continue into 2018, albeit with some notable exceptions such as UK.
