The US Federal Reserve’s tapering of quantitative easing is unsurprisingly the single most important factor anticipated to affect the global economy, but structural reform in China and Japan is also...
With renewables accounting for a significant and growing proportion of Europe's electricity production, energy traders are increasingly turning to different sources of data to help them gauge the impact....
Welcome to the summer 2013 issue of The Journal of Investment Strategies. In this issue you will find four research papers that cover diverse topics: from long-range market modeling to short-term market...
Insurance Risk and BNY Mellon have conducted a survey to look at how insurance companies are preparing for the new regime and the opportunities and challenges that the changes will bring.
More Forecast articles
Bayesian probabilities have been put to use in a diverse range of applications. Traders have used them to attempt to predict the rise and fall of the stock market; California-based internet giant Google uses them to predict which links website visitors...
Black and Litterman recommend that portfolio optimization start with a reference portfolio (eg, a performance benchmark) and inferring the returns forecast that makes this portfolio optimal. Personal views on some asset returns may then be expressed as...
The problem of universal sequential investment in stock markets is considered. We construct an algorithmic trading strategy that is asymptotically at least as good as any trading strategy that is not excessively complex and that computes the investment...
Welcome to the winter 2012/13 issue of The Journal of Investment Strategies. This issue opens the second volume and the second year of our publication. This milestone comes at a time when we are seeing a steady increase in the number of papers being submitted...
Vanguard’s chief investment officer, Jeff Molitor, reflects on what was forecast for 2011 and how these predictions compared to actual global political and financial events, and suggests how investors can learn from the past year
This paper discusses a number of diverse considerations that risk managers need to incorporate into their thought processes and recurring procedures if they are to fulfill their role more effectively in the future
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