8/10/2026 Emerging Markets India’s great transformation continues Explore updated data on India's manufacturing trends and consumer spending, and what these developments mean for investors.
28/03/2018 Portfolio Strategy Setting objectives for your asset allocation The objective of this paper is to describe how an investor can define a target return, split between that of Strategic Asset Allocation (SAA) and excess...
4/01/2018 Portfolio Strategy Keep Up The Momentum The momentum risk premium is one of the most important alternative risk premia alongside the carry risk premium. However, it appears that it is not always...
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...
12/04/2017 Asset Pricing & Behavioural Finance Alternative Risk Premia: What Do We Know? The concept of alternative risk premia is an extension of the factor investing approach.
14/06/2016 Portfolio Allocation Asset Allocation under (one's own) Sovereign Default Risk The Greek drama of the late 2000s has returned sovereign risk awareness to centre stage.