Amounts of negative-yielding euro debt have surged to record levels in anticipation of further easing. But how effective is the ECB’s strategy?
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Amounts of negative-yielding euro debt have surged to record levels in anticipation of further easing. But how effective is the ECB’s strategy?
Continue reading..Gauging the significance of the LOBO redemption wave
Continue reading..Portfolio optimisers often give results that are extreme and unstable. With so many variables involved, it can be hard to decipher why. This article presents a simplifi ed formula for a two-asset optimisation which will bolster your intuitive understanding of how a portfolio optimiser behaves and why it may behave badly. Download the paper here About…
Continue reading..Portfolio optimisation has transformed investing in recent decades. But according to a new paper, naive application of such modelling can lead to extreme or unstable trading strategies.
Continue reading..As trade tensions worsen, dollar-denominated bond issuance by Chinese real estate companies is at a record high, while credit spreads have tightened.
Continue reading..With a softening approach from central banks, borrowing-driven M&A is being rewarded
Continue reading..Dismantling Deutsche Bank, JP Morgan’s Steinhoff fallout and the return of securitisation
Continue reading..The decline in equity markets seen in the last few months would have been worse without the countervailing effect of buybacks. But by how much?
Continue reading..The recent correction in S&P 500 stocks saw a reversal in the big-is-good trend and favoured some unfashionable sectors
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Amounts of negative-yielding euro debt have surged...
Gauging the significance of the LOBO redemption wa...
Portfolio optimisation has transformed investing i...