25/03/2026 Asset Pricing & Behavioural Finance Pure momentum Momentum trading strategies exploitre turn persistence, but conventional past-year cumulative-return measures generate a noisy signal that attenuates...
13/10/2020 Investment Insights Building ESG momentum in US equities US ESG (Environmental, Social and Governance) investors are increasingly likely to benefit as the country’s companies close the gap with best-in-class...
1/09/2020 Investment Insights Looking for hidden ESG gems: a new frontier for responsible ... The ongoing Covid-19 crisis and the resulting market turmoil have confirmed a pre-existing trend within equity investing: the increasing relevance of...
13/01/2020 Investment Insights ESG Investing in Recent Years: New Insights from Old Challen... This research is an update of the study that we published last year (Bennani et al., 2018) and that explored the impact of ESG investing
29/10/2019 Economy & Markets Buybacks - A multi-perspective review and thoughts on best p... Buybacks - A multi-perspective review and thoughts on best practices for company buyback policies
24/07/2019 Retirement Pension Funds Letter 7 - Put the Growth Bucket Back in the S... As long-term investors, Pension Funds need to find new distinct ways to invest and rethink the full potential of their growth bucket as a flexible opportunity...
17/06/2019 Asset Pricing & Behavioural Finance International Stock Market Co-Movements and Politics-Related... We investigate the determinants of international stock market co-movements, shedding light on the relevance of politics-related factors.