7/07/2026 Portfolio Allocation Bond Portfolio Optimization This paper presents a comprehensive framework for bond portfolio optimization applied to investment universes composed of individual securities.
22/06/2023 Cross Asset Research Cross Asset Investment Strategy – special edition: mid-year ... The June Cross Asset issue is a special mid-year outlook edition, featuring our key views as we enter the second half of the year.
31/05/2023 Asset Pricing & Behavioural Finance Institutional Ownership and the Resolution of Financial Dist... We analyze the distressed firm’s decision between Chapter 11 and an exchange offer.
10/05/2023 Economy & Markets Macroeconomics, Geopolitics, and Strategy - May 2023 Real, or inflation-adjusted, bond yields are higher than they were before the pandemic, but are likely to return to pre-Covid levels in the medium term,...
10/05/2023 Economy & Markets Our key takeaways from IMF’s Spring meetings Investor sentiment is downbeat, but not overly bearish. With tightening credit conditions, our US growth outlook is lower compared to the IMF’s, while...