instulate
发表于 2025-3-27 01:00:06
Factors and Sectors in Asset Allocation: Stronger Together?tyles. Our results show that sector investing is effective for reducing risk through diversification, while factor investing is better for capturing risk premia and so pushing up returns. This suggests that there is room for potentially fruitful combinations of the two styles. Presumably, by combini
institute
发表于 2025-3-27 04:41:02
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改革运动
发表于 2025-3-27 06:47:47
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TEM
发表于 2025-3-27 11:46:25
Government Bond Clienteles and Yieldsstitutional investors’ monthly holdings of Government of Canada bonds, we study the relationship between the net purchases of investors with different investment mandates and bond yield changes. We find considerable heterogeneity in the impact of net purchases and yield changes, depending both on th
Demulcent
发表于 2025-3-27 17:35:52
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minimal
发表于 2025-3-27 20:37:20
Hedging Potential Liabilities of Foreign Reserves Through Asset Allocatione the liabilities of foreign reserves. For the long-term investment tranche, asset-only optimization allows the construction of a portfolio with the objective of maximizing returns. We propose a framework for Colombia but that is applicable to any other country.
dragon
发表于 2025-3-27 23:40:37
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exigent
发表于 2025-3-28 04:41:17
A New Fixed-Income Fund Performance Attribution Model: An Application to ECB Reserve Managementew that portfolio managers adopt diversified investment styles. This may also explain the non-negligible excess returns of the aggregate reserve portfolio, averaging 10 basis points on an annual basis, net of transaction costs.
Iniquitous
发表于 2025-3-28 06:42:11
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倔强不能
发表于 2025-3-28 10:40:24
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