Note The true nature of the derivative contract on French debt
The multiplication of misinterpretations related to the launch of the derivative contract on French debt leads to an apolitical analysis produced by a market professional to avoid amalgam and populism: This is a simple and useful contract, which was traded in the past in (...)
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Note Investors’ Appetite for Gains Exceeds Their Stomach for Risk, and Index Funds May Not Deliver What They Want
Natixis Global Asset Management has released the results of its 2017 Global Individual Investor survey. A total of 8300 individual investors (400 in France) have been surveyed between February and March 2017 in 21 countries across Asia, Europe, the Americas and the Middle (...)
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Note Euro zone bailout plans: origin and utilization
Back on bailout plans granted to countries in the Euro zone encountering severe fiscal deficits since May 2010. How are tens of billions Euros raised, what are they for, and mainly, are those amounts enough to re-establish the public finances and stabilize those countries (...)
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Note Financial crisis indicators and safe haven assets
How to measure the intensity of the current financial and economic crisis? Regular monitoring of a number of economic and financial indicators helps answering this question and better understanding the materialization of panic behavior and portfolio reallocations in the (...)
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Note Management of government debt by the French Treasury agency (AFT)
The Court of Auditors has conducted a survey on the management of government debt by the AFT. The report, released at the beginning of the summer, lightens the honorable work done by the AFT in managing relatively well the government debt but regrets a relative dependence on (...)
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Note EDHEC-Risk Institute shows how goal-based investing can help investors meet retirement needs
EDHEC-Risk Institute study shows that goal-based investing principles can be used to design scalable retirement investment strategies that meet individual investors’ needs
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Note Neuberger Berman adapts Sharpe’s ratio to insurance management and prudential risk measurement
This new risk indicator, based on a concept derived from the classic Sharpe ratio, integrates the already existing range of prudential risk measures into the analysis of the strategic asset allocation process and its (...)
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Note Emotion is not a sign of weakness for investors any more
New research suggests that rather than staying cold-bloodied and rational the top fund managers use emotion to choose which stocks to buy.
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Note Infrastructure investment to be a key driver of growth in emerging markets post COVID-19 crisis, sigma says
Emerging markets will invest an estimated 3.9% of GDP (USD 2.2 trillion annually) in infrastructure over next 20 years. There will be strong growth in investment in renewable energy, smart and resilient infrastructure. Emerging Asia will invest an estimated USD 1.7 trillion (...)
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Note US dividend growth slows to post-crisis low
Global dividends fell to $281.7bn in the third quarter, down 4.0% year-on-year, according to the Henderson Global Dividend Index. Lower US special dividends made a significant impact to the headline rate, but underlying US dividend growth has also (...)
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Note Are markets becoming more unstable?
Readers of financial news may believe that ‘market corrections’, or ‘shocks’, or ‘five-sigma events’ are more common than they used to be. Winton Capital Management look at the historical data for a number of financial markets and find that there is no evidence for increasing (...)
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Note Scenarios for Public Sector Debt
The evolution of public sector debt depends on a number of economic variables and how they interact. Within the Eurozone, German and French debt looks sustainable while Italy, Portugal and Ireland appear borderline.
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Note EDHEC-Risk Institute Study Highlights the Inefficiency of Asian Stock Market Indices
In a study entitled “Assessing the Quality of Asian Stock Market Indices,” researchers at EDHEC-Risk Institute have reported results for 10 major Asian stock market indices over the past decade.
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Note UCITS hedge funds underperform their non-UCITS rivals, shows new study
UCITS hedge funds are typically more volatile and underperform their non-UCITS hedge fund rivals, a new comprehensive comparative study by the EDHEC-Risk Institute has found...
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Note Financial markets: Local shock but global crisis
The history of crises on financial markets and their amplification during the past 15 years cannot be understood at all if we stick to pure fundamentals. It is necessary to integrate the contagion factor among financial assets and forced selling for commercial, prudential, (...)
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