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 (...)
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…
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…
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
Three Quarters of Investors Demand Increased Levels of Transparency on Private Equity Performance
Nearly two thirds (59 percent) of institutional investors globally are set to increase their allocation to private equity over the next five years, according to new State Street research. In contrast, a further 15 percent of institutional investors said their exposure to (...)
Diversity wins : Persistent investor interest in smart beta, particularly within diversifying strategies
Willis Towers Watson’s institutional investment clients globally allocated $10bn, via 175 selections, to diversifying investment strategies in 2015. Within this grouping, liquid alternatives attracted the most interest with over $8.1bn, of which approximately half is in smart (...)
Deutsche Bank releases annual Alternative Investment Survey highlighting hedge fund sentiment and allocation trends for 2016
Deutsche Bank released its 14th annual Alternative Investment Survey, one of the industry’s largest and longest standing hedge fund investor surveys...
Natixis Global Asset Management research suggests French model portfolios made best returns in 2015
Natixis Global Asset Management (Natixis Global AM) has today published the first annual edition of its Global Portfolio Barometer, offering insights into model portfolios across the world and the asset allocation decisions made throughout (...)