Making portfolio optimisation understandable for humans
Outside of the small circle of quantitatively minded portfolio managers, portfolio optimisation remains largely underused in practice because of one…
18/02/26
Location Paris
Joined 1999
Outside of the small circle of quantitatively minded portfolio managers, portfolio optimisation remains largely underused in practice because of one…
18/02/26
In this new paper, we show how a low-risk equity strategy has performed during the Covid crisis, the Magnificent 71…
04/08/25
The effects of adjusting equity indices to exclude worst-ranked stocks based on sustainability-related criteria varies depending on the type and…
24/03/25
Just over half a dozen large-cap stocks make up a ballooning share of the US equity market’s overall capitalisation1, in…
17/02/25
Recent stock market movements have focused attention on the risks of over allocating to an equity index dominated a small…
04/02/25
Institutional investors are increasingly focusing on aligning portfolios with net zero emissions targets. Here, we present two strategies – the…
31/10/24