12/06/2024 Sustainable Finance About SDGs, reading the manual with NLP This paper aims to examine the SDGs' framework and question its implementation by companies.
20/07/2018 Asset Pricing & Behavioural Finance Exchange Rate Predictability In Emerging Markets Exchange Rate Predictability In Emerging Markets
30/06/2018 Asset Pricing & Behavioural Finance Systematic Longevity Risk: To Bear or to Insure? Systematic Longevity Risk: To Bear or to Insure?
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.
20/03/2018 Portfolio Allocation Illiquidity and investment decisions: a survey Investing in illiquid assets has become increasingly popular among individual and institutional investors.
16/10/2017 Asset Pricing & Behavioural Finance Understanding the Momentum Risk Premium Momentum risk premium is one of the most important alternative risk premia. Since it is considered a market anomaly, it is not always well understood....
20/09/2017 Portfolio Allocation Portfolio optimisation in an uncertain world Mean-variance efficient portfolios are optimal as Modern Portfolio Theory alleges, only if risk were foreseeable, that is under the hypothesis that price...