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All the articles related to Equity asset class

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November 2011

Strategy Are equities finished?

It is therefore no doubt poignant to many to note that recently the 30-year total return on US Treasuries exceeded that of the S&P 500. Does that mean that the cult of equity is over? Certainly the cult may be, but it is highly improbable that equities are (...)

November 2011

Opinion Europe: bonds or equities?

One of the most surprising characteristics of the current crisis is the fact that bond investors appear to discount more eurostress than equity investors. Is this justified?

November 2011

Regulation Extension of the ban on the taking of net short positions in ten French securities of the financial sector

The Board of the AMF considered that the market conditions were not satisfactory to lift the said ban.

November 2011

Opinion Momentum and pricing : some evidence

Few managers can both stay away of short-selling and reassess themselves sharply when prices are excessively low, and above all no one can make it happen every time. In these volatile and shocked markets, timing is key but difficult to (...)

November 2011

Pedagogy How to develop a quantitative model for stock picking ?

Cyrille Collet, Christian Lopez and Alexander Decoene from CPR AM show us how to make static combinations of factors to create a model for stock picking on a given universe ...

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