14/11/2024 Portfolio Allocation Return Predictability, Expectations, and Investments: Experimental Evidence This paper proposes an experiment to understand why investors tend to adjust their portfolios insufficiently in response to changes in their own forecasts...
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...
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,...
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.