Research
All research papers related to asset management
Quant Note
Profile,
March 2007
Quantitative Analyst: a dream career for young mathematicians
Each year, more and more young engineers or science graduates are interested in this career. But how does one become a “quant” ?
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Study
Regulation,
February 2011
Solvency II: The conventions of the standard model and possible adverse effects
The Solvency II framework will change the way insurance companies address the investments performance in risky assets, by adding a new parameter to the traditional risk / reward tradeoff ....
Strategy,
November 2010
Pension funds predicted to increase hedge funds exposure in the coming years
The current pension allocation is only a fraction of the allocation of many of the leading endowment funds, many of whom have up to 50% of their portfolio invested in hedge funds.
Note,
March 2008
Towards an evolutionary approach of financial markets
If the prices of assets include all available information at every moment, then we can only beat the market by coincidence…
Note,
March 2007
Towards a behavioral portfolio theory
a major problem facing the asset management industry is the creation of portfolios that generate maximum profitability while being consistent with the risk profile of investors...
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Factor investing in fixed-income: EDHEC-Risk Institute paper shows that it is possible to build duration-timing strategies that are economically superior to bearing unconditional duration risk