6/07/2026 A record quarter for equities Global equities closed their best quarter since late 2020. Emerging markets remain the strongest-performing area, posting their best quarter since 2009....
14/01/2015 Asset Pricing & Behavioural Finance Option Pricing under Skewness and Kurtosis using a Cornish F... This paper revisits the pricing of options, in a context of financial stress, when the underlying asset’s returns displays skewness and excess kurtosis.
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.
15/01/2012 Portfolio Allocation Volatility Strategies for Global and Country Specific Europe... Adding volatility exposure to an equity portfolio offers interesting opportunities for long-term investors.
15/01/2012 Portfolio Allocation Inflation and Individual Equities We study the inflation hedging ability of individual stocks.