7/10/2026 Economy & Markets Markets weigh rising yields and AI exuberance Understand what is driving the recent rise in bond volatility and what higher yields could mean for investors across fixed income and equities.
5/07/2016 Portfolio Allocation The Reactive Covariance Model and its implications The Reactive Covariance Model and its implications
23/06/2016 Portfolio Allocation On the stationarity of dynamic conditional correlation model... On the stationarity of dynamic conditional correlation models
16/12/2014 Asset Pricing & Behavioural Finance Modelling Tail Risk in a Continuous Space Non normal distributions are a fact of life. In the financial world, many distributions display tail risk, i.e. (negative) skewness and excess kurtosis.
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.
15/04/2008 Portfolio Allocation Do Inflation-Linked Bonds Still Diversify? The diversifying power of inflation-linked (IL) bonds relative to traditional asset classes has changed significantly.