5/03/2026 Asset Pricing & Behavioural Finance Geopolitical Risk and Asset Pricing Across Market Regimes This paper examines how geopolitical risk (GPR) is transmitted across global financial markets by analyzing its effects on equities, sovereign bonds,...
14/11/2018 Economy & Markets What lies ahead for the US economy and markets? The robust performance of the US economy in 2018 has led to the supremacy of US risk assets compared to the rest of the world.
1/06/2017 Machine Learning & Artificial Intelligence Parameter Learning, Sequential Model Selection, and Bond Ret... Parameter Learning, Sequential Model Selection, and Bond Return Predictability
6/06/2016 Portfolio Allocation Designing a corporate bond index on solvency criteria Doubts are rising whether bond indices, in the way they are constructed, are effective in their role of representing the markets they are designed for.
3/11/2014 Portfolio Allocation The art of tracking corporate bond portfolios The corporate bond indices, built by market index providers to serve as investment benchmarks, contain a great many securities, and are for that reason...
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...