Staying ahead in finance requires more than practice; it requires inquiry. We actively pursue applied research across our core areas of expertise, covering portfolio construction, risk management, derivatives strategies, hedge funds, and institutional investment processes. Our work bridges theory and practice, developing actionable insights that enhance investment decision-making and long-term performance. Findings are tested against peer scrutiny through publications in academic journals and presentations at international conferences, ensuring our analytical standards remain at the forefront of the field.
Applied Financial Research
Introducing the Cluster-Momentum Portfolio in Alternative Risk Premia Investing
Option Strategies and Market Signals: Do They Add Value to Equity Portfolios?
Incorporating Alternative Risk Premia into Balanced Portfolios: Provider Selection Matters
Incorporating Alternative Risk Premia Into Balanced Portfolios: Is There Any Added Value?
Alternative Risk Premia and Market Drawdowns: A Performance Review
Alternative Risk Premia: Is the Selection Process Important?
The Performance of Hedge Funds: Are There Differences in Terms of Gender?
Gender Disparities among Financial Entrepreneurs: The Case of Hedge Funds.