9/02/2026 Market demands answers US software stocks declined about 20% YTD as on 4 Feb, due to concerns that advancement in AI would impact businesses of some companies.
24/03/2023 Investment Views Global Investment Views - April 2023 Crisis memories return in vulnerable markets
16/03/2023 Economy & Markets European banking sector set to withstand Credit Suisse fragi... Assessment of the recent developments regarding Credit Suisse with views on the European banking sector.
18/06/2019 Asset Pricing & Behavioural Finance Pricing Individual Stock Options using both Stock and Market... When it comes to individual stock option pricing, most applications consider a univariate framework.
19/06/2018 Portfolio Allocation Portfolio Allocation with skewness risk: A practical guide In this article, we show how to take into account skewness risk in portfolio allocation.
16/10/2017 Asset Pricing & Behavioural Finance Understanding the Momentum Risk Premium Momentum risk premium is one of the most important alternative risk premia. Since it is considered a market anomaly, it is not always well understood....
5/07/2016 Portfolio Allocation The Reactive Covariance Model and its implications The Reactive Covariance Model and its implications