Research
All research papers related to asset management
Quant Note
Opinion,
March 2011
To predict or to adapt?
According to Fabrice Foy, Quantitative Analyst at CCR-AM, we should do the exact opposite of the classical theory: the stock price does not reflect fundamentals, and if it deviates from its fundamental value, it does not necessarily tend to revert (...)
Interview ,
March 2010
Gideon Ozik «funds with extensive media-coverage tend to underperform»
According to a recent research paper released by Gideon Ozik & Ronnie Sadka, US Hedge funds tend to underperform following extensive media coverage
Opinion,
February 2010
The «French Quants» must relearn to code!
In France, many financial engineers feel some aversion for IT. Some, fascinated by models, don’t consider for a second writing thousands of lines of code…
Note,
November 2009
Risk evaluation and multifractal Var
The use of «multifractal processes» for risk calculation in finance allows us to use the concept of «scale invariance» and its implications developed in fluid mechanics…
Reading,
November 2007
A fractal view of the markets, Benoit Mandelbrot
In an uncompromising book, Benoit Mandelbrot, French graduate from Ecole Polytechnique, denounces the inconsistency of the orthodox theory of finance and presents his fractal vision of the markets
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Study
Note,
August 2015
Investors cautiously welcome advanced beta equity investing
Investors recognise advanced beta equity investing as a promising avenue but call for caution on insufficient transparency and on the difficulties in implementing long/short strategies
Note,
July 2015
Economic woes to effect Saudi Arabia’s wealthy
Saudi Arabia, one of the largest and richest countries in the Middle East, will not be so wealthy in years to come, forecasts a new report from WealthInsight.
Note,
July 2015
BofA Merrill Lynch Fund Manager Survey Finds Investors Hiking Cash Holdings in the Face of Lowered Confidence in China
Global investors have raised their holdings of cash significantly in response to a weaker global economic outlook, particularly in China, according to the BofA Merrill Lynch Fund Manager Survey for July.
Note,
July 2015
Retail fund distribution in the midst of major changes according to CACEIS and PwC report
CACEIS and PwC Luxembourg joined forces to release a new report, entitled Reshaping retail fund distribution - Winning strategies and tactics in a disrupted environment.
Note,
June 2015
Climate change: new investment risk demands action by investors, cautions new research
A new report from Mercer modelling the potential impact of climate change on investments, has found investors cannot ignore the implications for investment returns. The research reveals investors can manage the risk most effectively by looking ‘under the hood’ of their (...)
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