5/12/2023 Portfolio Allocation Optimal Decumulation Strategies for Retirement Solutions This paper focuses on the optimal decumulation strategies for retirement solutions in those countries with a defined-contribution plan.
9/12/2021 Asset Pricing & Behavioural Finance Liquidity Stress Testing in Asset Management - Part 4. A Step-by-step Practical Guide This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions. The first...
6/10/2021 Asset Pricing & Behavioural Finance Liquidity Stress Testing in Asset Management - Part 3. Managing the Asset-Liability Liquidity Risk This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions.
18/05/2021 Asset Pricing & Behavioural Finance Liquidity Stress Testing in Asset Management - Part 2. Modeling the Asset Liquidity Risk This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions. The first...
6/04/2021 Real & Alternative Assets Allocating to real and alternative assets: a framework for institutional investors Institutional investors have significantly increased their allocation to real and alternative assets, such as private equity, real estate, infrastructure...
5/01/2021 Asset Pricing & Behavioural Finance Liquidity Stress Testing in Asset Management - Part 1. Modeling the Liability Liquidity Risk This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions.
21/02/2020 Fixed Income & FX Global high yield outlook: Be confident, but not complacent Last year was a strong year for global bond markets, which were supported by the accommodative stance of the main central banks and strong investor demand....