4/11/2026 Portfolio Allocation Optimal Decumulation: Annuitization, Drawdown, and the Flex-to-Fix Strategy We study the optimal decumulation of retirement wealth under longevity and market risk.
15/06/2012 Portfolio Allocation Inflation-Hedging Portfolios: Economic Regimes Matter The exceptional rise in government deficits following the subprime crisis, the recent commodity price spikes and the increase in inflation volatility...
15/04/2012 Portfolio Allocation An Inflation Hedging Strategy with Commodities: A Core Drive... Recent academic studies have shown that since the mid-nineties, the pass-through of exogenous oil shocks into headline inflation has been increasing while...
15/03/2012 Portfolio Allocation No contagion, only globalisation and flight to quality In this article, tests for globalization and contagion are separated using an ex ante definition of crises, and contagion tests are neutralized with respect...
15/01/2012 Portfolio Allocation Is the Market Portfolio Efficient? A New Test of Mean-Varian... The market portfolio efficiency remains controversial.
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.
15/01/2012 Portfolio Allocation Inflation and Individual Equities We study the inflation hedging ability of individual stocks.