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paper request
Posted: Thu Aug 16, 2018 7:34 pm
by Jurassic
does anyone have any bond relative value research papers from the banks?
paper request
Posted: Sun Aug 26, 2018 3:31 am
by Kch
Anyone have Salomon's "Understanding the Yield Curve" packaged together?
Seen it before on the phorum, looks to be gone though
paper request
Posted: Mon Aug 27, 2018 2:40 pm
by purbani
request filled thank you
paper request
Posted: Wed Sep 05, 2018 8:42 am
by Cheng
Has anyone Kolanovic's latest piece of doom porn? I just found this reference.
10 Years AFTER THE FINANCIAL CRISIS
paper request
Posted: Wed Sep 05, 2018 11:30 pm
by frolloos
Cheng, check your mail.
paper request
Posted: Thu Sep 06, 2018 6:22 pm
by Cheng
Thanks.
paper request
Posted: Fri Sep 21, 2018 3:59 am
by TonyC
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
paper request
Posted: Mon Oct 01, 2018 12:08 pm
by eye51
I am interest in the Risk Paper also
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..
paper request
Posted: Mon Nov 12, 2018 8:51 pm
by contango_and_cash
Req: JPM 2017/2018 (?) Regime switching models for the vix
paper request
Posted: Tue Nov 13, 2018 2:26 am
by frolloos
@contango_and_cash: sent you their latest pub on vix regime switching.