paper request

Jurassic · Post by **Jurassic** » Thu Aug 16, 2018 7:34 pm

does anyone have any bond relative value research papers from the banks?

Kch · Post by **Kch** » Sun Aug 26, 2018 3:31 am

Anyone have Salomon's "Understanding the Yield Curve" packaged together?

Seen it before on the phorum, looks to be gone though

purbani · Post by **purbani** » Mon Aug 27, 2018 2:40 pm

request filled thank you

Cheng · Post by **Cheng** » Wed Sep 05, 2018 8:42 am

Has anyone Kolanovic's latest piece of doom porn? I just found this reference.

10 Years AFTER THE FINANCIAL CRISIS

frolloos · Post by **frolloos** » Wed Sep 05, 2018 11:30 pm

Cheng, check your mail.

Cheng · Post by **Cheng** » Thu Sep 06, 2018 6:22 pm

Thanks.

TonyC · Post by **TonyC** » Fri Sep 21, 2018 3:59 am

looking for a recent risk.net article

https://www.risk.net/asset-management/5963086/rival-strategies-split-multi-factor-fund-investing

"Rival strategies split multi-factor fund investing

Goldman, Robeco challenge conventional ‘bottom-up’ portfolio design"

robert mannix

Sept20

eye51 · Post by **eye51** » Mon Oct 01, 2018 12:08 pm

I am interest in the Risk Paper also ${L_SMILIES_SMILE}$

The related GSAM article, I assume, is: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2895101

Another related paper (Invesco): https://www.invesco.com/pdf/factor-investing_balanced-portfolios.pdf

PS; I have asked Robeco a couple of times for some papers regarding their method to filter unwanted exposures.. But did not receive any yet.. ${L_SMILIES_SAD}$

contango_and_cash · Post by **contango_and_cash** » Mon Nov 12, 2018 8:51 pm

Req: JPM 2017/2018 (?) Regime switching models for the vix

frolloos · Post by **frolloos** » Tue Nov 13, 2018 2:26 am

@contango_and_cash: sent you their latest pub on vix regime switching.