10/05/2024 Portfolio Allocation Stock-Bond Correlation: Theory & Empirical Results In this study, we provide an overview of stock-bond correlation modeling.
12/11/2021 Portfolio Allocation ESG Improvers in Credit Investing The objective of this article is to explore the impact of ESG Improvers on the corporate bond market.
30/06/2021 Portfolio Allocation Revisiting Quality Investing In the field of factor investing, quality is undoubtedly the equity factor with the weakest consensus. This research investigates the best way to define...
3/06/2021 Portfolio Allocation Measuring and Pricing Cyclone-Related Physical Risk under Ch... We propose a statistical methodology to quantify the financial implications of tropical cyclone-related physical risks implied by climate change.
26/02/2021 Portfolio Allocation Understanding the Performance of the Equity Value Factor After decades of sound performance, doubts have been cast on the ability of the equity value strategy to keep delivering in the aftermath of the 2008...
13/01/2021 Portfolio Allocation Responsible Investing and Stock Allocation We analyze the portfolio choices of approximately 913,000 active participants in employee saving plans in France.
13/05/2020 Portfolio Allocation Did Globalization Kill Contagion? Does financial globalization lead to contagion? We scrutinize linkages between international stock markets in a long historical perspective (1880-2014)....