Research
All research papers related to asset management
Quant Note
Note,
January 2012
Major innovations in weighting methodologies for equity and bond indices
According to Christian Lopez, Head of Research at CPR-AM, the four largest families of alternative indices are low volatility/minimum variance, equally-weighted, indices weighted by micro or macro fundamentals and maximum diversification (...)
Note,
November 2011
How can funds with past sustainable returns collapse in a few months?
Are these abrupt changes only an indication of the risks of the market, or is it investment behaviour which favours the occurance of these extreme risks ? These are the question tackled in the last « White Paper » of (...)
Note,
October 2011
Estimating the Real Rate of Return on Stock Index
Judicious use of the rate of return framework on equity, or "cost of capital" facilitates decision-making within the financial industry by providing a metric for comparing different stock markets between them but also a comparison to other asset (...)
Strategy,
October 2011
Management of hedge fund portfolios during crisis periods: the contribution of systematic overlays
The implementation of systematic overlays can be considered as an alternative to short-term rebalancing of hedge fund portfolios, or as an active component of alternative allocations.
Opinion,
May 2011
Mathematical models in finance and embedded risk underestimation
The statistical assumption of normal (log-normal) distribution of stock returns (prices) is not that strong and tail events’ occurrence is largely undervalued. Nevertheless, this modeling framework has been widely used for strong (...)
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Study
Note,
December 2015
Institutional investors bullish on stocks, alternatives in 2016, wary of global political tensions, Natixis Survey Shows
Large investors significantly increase allocations to alternatives in hunt for yield
Market volatility biggest risk to investment performance
Most investors will shorten bond durations when rates rise
Note,
December 2015
Insurance companies grapple with new regulatory constraints, capital rules and increased risks
Two-thirds (67%) of U.S. and European insurance executives say their business is not well prepared for the industry’s changing regulatory requirements, according to a study published today by Natixis Global Asset (...)
Note,
November 2015
On the impact of Brexit on sterling
As yet, sterling appears not to have reacted to the looming referendum on the UK’s continued membership of the European Union. Over the short to medium term, however, the currency should end up reacting negatively, so great is the fallout for the British economy. In (...)
Note,
November 2015
TLAC / MREL - eligible senior debt: investors often overlooking the fundamental angle
Concerns about a weakened bank’s senior unsecured debt potentially being bailed in should not taint investment views for banks in decent-to-good credit shape; for financially healthy banks resolution remains a very remote (...)
Note,
October 2015
Eurozone offers best high yield bond valuations, institutions say
The Eurozone offers better valuations for high yield bonds than any other region in the world, according to new research by NN Investment Partners (NN IP). The research, conducted amongst NN IP’s panel of institutional investment managers, showed 27% of respondents rated (...)
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