5/08/2026 Machine Learning & Artificial Intelligence Agentic AI for Financial Applications: A Comprehensive Survey Language models have given rise to agentic AI. This paper analyses the full agentic stack together with its financial applications and risks.
15/08/2013 Asset Pricing & Behavioural Finance A Tale of Two Eurozones: Banks's Funding, Sovereign Risk & U... The admission by the Greek government on October 18, 2009, of large-scale accounting fraud in its national accounts sparked an unprecedented sovereign...
15/06/2013 Portfolio Allocation Sovereign Wealth and Risk Management - A New Framework for O... This paper sets out a new analytical framework for optimal asset allocation of sovereign wealth, based on the theory of contingent claims analysis applied...
14/06/2013 Asset Pricing & Behavioural Finance Cross-Hedging of Inflation Derivatives on Commodities: The I... According to the macro-econometric literature, the impact of exogenous oil price shocks on Inflation have greatly increased in the last two decades throughout...
15/04/2013 Asset Pricing & Behavioural Finance Fundamental indexation for bond markets The standard indices available for the bond investment markets, are composed of securities that are weighed by the size of the outstanding debt, and are...
15/03/2013 Portfolio Allocation Low risk equity investments: Empirical evidence, theories, a... Financial theory assumes that higher risk is compensated on average by higher returns.
15/12/2012 Portfolio Allocation Swapping Headline for Core Inflation: An Asset Liability Man... Headline Inflation in the US has been shown to be mean reverting to Core Inflation at medium term, whilst at the same time the pass-through of commodity...