Portfolio allocation

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Insights Paper 8.06.2021 The inflation moment - Strategies to protect portfolios from inflation...

As the global economy emerges from its worst slump since the 1930s, we envisage plenty of inflation fertilisers at stake, especially in the United States. Infla...

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Working Paper 7.06.2021 Robo-Advising for Small Investors: Evidence from Employee Savings Plan...

We study the introduction of robo-advising on a large representative sample of Employees Saving Plans. The robo-advisor proposes a portfolio allocation and aler...

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Working Paper 26.04.2021 Robo-Advising: Less AI and More XAI?
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We start by considering some of the key reasons behind the academic and industry interest in robo-advisors. We discuss how robo-advice could potentially address...

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Working Paper 24.03.2021 Bond Index Tracking with Genetic Algorithms
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Bond portfolio optimization is very different from equity portfolio optimization. Indeed, while continuous optimization is efficient when managing a portfolio o...

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Working Paper 2.10.2019 Machine Learning Optimization Algorithms & Portfolio Allocation
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Portfolio optimization emerged with the seminal paper of Markowitz (1952). The original mean-variance framework is appealing because it is very efficient from a...

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Working Paper 15.11.2012 Alternative Inflation Hedging Portfolio Strategies: Going Forward unde...
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Gone are the days when inflation fears had receded under years of “Great Moderation” in macroeconomics.

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Working Paper 15.04.2012 An Inflation Hedging Strategy with Commodities: A Core Driven Global M...
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Recent academic studies have shown that since the mid-nineties, the pass-through of exogenous oil shocks into headline inflation has been increasing while the p...

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