17/04/2026 Asset Pricing & Behavioural Finance AI Boom or Bubble? Lessons from the Dot-Com Period This paper compares the current AI-driven market to the dot-com boom of the late 1990s.
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...
15/11/2012 Portfolio Allocation Alternative Inflation Hedging Portfolio Strategies: Going Fo... Gone are the days when inflation fears had receded under years of “Great Moderation” in macroeconomics.
15/10/2012 Asset Pricing & Behavioural Finance Market-implied inflation and growth rates adversely affected... The inflation and the real yield component deduced from inflation-linked and nominal bond prices are adversely affected by two market effects: price distortions...