Research Projects
We actively engage in applied research projects across our areas of expertise, to remain at the forefront of financial innovation and market developments. This research activity supports the expansion of our expertise and is reflected in peer-reviewed publications and participation in international conferences.
One of our research projects was distinguished with the Best Paper Award at the 6th International Conference on Finance, Management and IT Business (FEMIB), held in Angers, France in April 2024.
Recent Publications
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?
