7/07/2026 Portfolio Allocation Bond Portfolio Optimization This paper presents a comprehensive framework for bond portfolio optimization applied to investment universes composed of individual securities.
6/03/2026 Sustainable Finance From Transition to Physical Risk: Rethinking Portfolio Manag... Over the past fifteen years, responsible investment has evolved, shifting from broad ESG scores to more granular climate risk management.
5/03/2026 Asset Pricing & Behavioural Finance Geopolitical Risk and Asset Pricing Across Market Regimes This paper examines how geopolitical risk (GPR) is transmitted across global financial markets by analyzing its effects on equities, sovereign bonds,...
19/01/2026 Portfolio Strategy Strategic Integration of Private Assets into Multi-Asset All... This study presents a practical framework for sizing private asset allocations and planning capital commitments from the perspective of a Multi-Asset...
27/11/2025 Asset Pricing & Behavioural Finance Artificial Intelligence for Behavioral Finance Artificial Intelligence (AI), particularly Machine Learning (ML) and Deep Learning (DL) techniques, have been extensively used in consumer finance to...
4/11/2025 Portfolio Strategy Human Capital Assessment via Large Language Models alignment This study presents a new methodological framework that combines clustering techniques with large language models (LLMs) to analyze intangible assets...
28/10/2025 Portfolio Allocation Retirement Accumulation Strategies with Real Assets and Infl... This paper presents a dynamic framework for retirement accumulation that integrates human capital, multi-asset real investments and inflation hedging...