As part of Societe Generale's series of Meet the Experts presentations, Klaus Baader, Guy Stear and Wei Yao discuss cross-asset research.
There are three things to remember about Societe Generale research: it’s macro; it’s cross-asset; and it’s model-driven. This makes it extremely important for investors who want to outperform their peers. Macro experts at Societe Generale focus on the top-down process – as economists, as quants, as asset allocators or as strategists. Our macro analysts meet and discuss how a theme will play out across asset classes, so we find the best ways to invest across markets. If you invest across assets, or even if you don’t, this cross-asset focus can help you outperform. Also, as a French bank, Societe Generale likes models. These comprise prescriptive, descriptive or heuristic models that will help you in your investment process.
Register to watch the presentation Innovative, independent, integrated market approach, available for on-demand viewing
More on Risk Management
ABSTRACT This paper shows that traditional measures of bond systematic risk based on unadjusted past returns have very large downward biases. After we develop an improved method for calculating the market...
ABSTRACT This paper studies the approximation of extreme quantiles of random sums of heavy-tailed random variables, or, more specifically, subexponential random variables. A key application of this approximation...
ABSTRACT Because publicly available measures of deposit runoff risk are scarce, regulators' models to measure interest rate risk in the banking book are based on very coarse assumptions about the allocation...
ABSTRACT This paper analyzes and quantifies the idea of model risk in the environment of internal model building. We define various types of model risk including estimation risk, model risk in distribution...
Sign up for Risk.net email alerts
Directional portfolios and limited diversification will hamper recovery process
Exchange plans to attract foreign money into India through enhanced technology
Systemically important status seen as business threat by asset managers
Recent Iosco consultation paper aims to better co-ordinate global regulation
There are no comments submitted yet. Do you have an interesting opinion? Then be the first to post a comment.