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,
December 2014
BofA Merrill Lynch Fund Manager Survey Finds Investors Raising Cash While Cutting Commodity Allocations
Global investors are keeping faith with equities while raising cash as markets enter the volatile year-end period, according to the BofA Merrill Lynch Fund Manager Survey for December.
Note,
December 2014
Institutional investors under pressure to balance short-term market moves and long-term mandates, finds Natixis Global Asset Management
According to Natixis Global Asset Management, while institutional investors are optimistic about equities in 2015, their outlook is tempered by market risks beyond their control and unknown liability risks ahead, particularly those linked to increased (...)
Strategy,
November 2014
ETF Liquidity: A vital measure of efficiency
ETFs are investment funds that can be traded on stock exchanges like ordinary shares. ETFs’ liquidity depends on several factors, including the liquidity of the underlying securities and the structures put in place by the ETF issuer to facilitate trading. In this expert (...)
Strategy,
November 2014
The ETF Inside Out experience
ETFs were designed to allow investors accessing broad indices while only trading into a single security, at low costs and with all protections inherent to collective investments. The reality is probably more complex...
Note,
November 2014
BofA Merrill Lynch Fund Manager Survey Finds Risk Appetite Lifts as Growth Expectations Pick up
Global investors have a restored appetite for risk amid greater optimism over the outlook for profits and the economy, according to the BofA Merrill Lynch Fund Manager Survey for November.
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