News
41 news articles are available
17/10/2017
Understanding the Momentum Risk Premium
Momentum risk premium is one of the most important alternative risk premia. Since it is considered a market anomaly, it is not always well understood. Many publications on this topic are therefore based on backtesting and empirical results. However, some academic studies have developed a theoretical framework that allows us to understand the behavior of such strategies.
16/10/2017
Research / Market
Seeking sustainable income in a low rate environment
"Today income investors should explore opportunities across a broader range of asset classes in an effort to avoid the low yield trap."
16/10/2017
Research / Market
Opportunities ahead in Asia EMs, despite increasing geopolitical tensions
"EM Asian economies outlook has been improving and it’s expected to mildly improve further. We closely monitor geopolitical risk in the region."
16/10/2017
Research / Market
The food challenge: How can one achieve greater transparency?
What do we really eat? What information do labels give us? Do they tell us everything? Are companies really being transparent?
09/10/2017
Research / Market
Japan’s Prime Minister Abe call for snap elections: a view from the market
"Japanese economy is running above its potential growth rate."
09/10/2017
Research / Market
Will the reshuffling of the FOMC change the monetary policy outlook in the United States?
Donald Trump should announce in the coming weeks his choice for the post of chair of the Board of Governors. Because of the recent resignations of Daniel Tarullo and Stanley Fischer, the President has the power to reshuffle greatly and for long the FOMC composition. However, the lack of fiscal room of maneuver does not argue for a radical change of the monetary policy and for a rapid rise of the fed funds.
09/10/2017
Research / Market
Catalonia crisis: Limited impact on European financial assets
"We expect the volatility on bonds generated by the Catalonia crisis to be short lived."
09/10/2017
Research / Market
Japan’s Prime Minister Abe call for snap elections: a view from the market
"Japanese economy is running above its potential growth rate."
02/10/2017
Research / Market
What higher bond yields may mean for corporate bond valuations
Both US and European credit markets have delivered a fairly positive yearto- date performance; supported by falling political risk, excess returns versus underlying government bonds proved to be particularly strong for EUR corporate bonds in the second quarter.