This study investigates both conventional and Islamic investors' problems as to whether the
inclusion of Islamic and conventional asset classes may expand the frontier of their …

Prior to March of 2016, when the first exchange traded fund (ETF) on RTS was introduced,
Russian investors' only option for investing in the domestic index was through a mutual fund …

CPPIs are popular medium-to long-term investment products that dynamically allocate
between a risk-free asset and a risky portfolio, with the objective of combining upside …

To supplement replacement income provided by Social Security and employersponsored
pension plans, individuals need to rely on their own saving and investment choices during …

We investigate the potential role of Exchange Traded Products (Notes) as vehicles to trade
volatility (here proxied by the VIX index) as an asset class in a fully optimizing asset …

This study analyzes the implied volatility-index return relationship across asset classes,
geographical regions, and time, extending efforts that document the instantaneous relation …

Entrées, il y a déjà quelques décennies, dans une ère de mouvements incessants où tout
change aussi vite que radicalement, certaines professions, certaines activités, mutent au …

The 2008 financial crisis has severely challenged passive forms of investment. In this article,
the authors compare two systematic investment processes that a global asset allocator may …

Asset allocation and portfolio optimisation are some of the most important steps in an
investors decision making process. In order to manage uncertainty and maximise returns, it …

This article investigates the performance of various multiplier techniques in reducing
downside risk for dynamic core-satellite portfolios. Using Monte Carlo simulations calibrated …