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...
19/02/2024 Sustainable Finance Institutional investors’ approaches to responsible investing Discover how institutional investors navigate responsible investing in finance. Explore insights from qualitative interviews and academic literature....
15/02/2024 Machine Learning & Artificial Intelligence Expert Aggregation for Financial Forecasting Harness the potential of finance with our ML algorithms. BOA optimizes long-short strategies using diverse stock return forecasts from various models....
20/12/2023 Portfolio Strategy Bond Portfolio Optimisation and Mixed Integer Programming In this paper, we apply mixed-integer optimization in corporate/government bond portfolios.
15/12/2023 Machine Learning & Artificial Intelligence Answering Clean Tech Questions with Large Language Models Drive the net-zero transition and monitor clean tech innovation and mineral dependencies effortlessly. Boost renewable energy and low-emission solutions...
5/12/2023 Portfolio Allocation Optimal Decumulation Strategies for Retirement Solutions This paper focuses on the optimal decumulation strategies for retirement solutions in those countries with a defined-contribution plan.
16/11/2023 Sustainable Finance Climate-Related Stress-Testing and Net-Zero Valuation This paper proposes a methodology for quantifying the climate-related transition impacts on energy-intensive companies.