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Structured products

Geometric mean variance

It is argued that a constrained mean variance framework is superior to Black-Litterman asset allocation, and can help an investor determine the mean excess return vector given their market views

High coupons, high volatility

BNP Paribas has released dispersion products that are based on euro rates, a global emerging markets currency basket and global money market rates. Capital is protected and the annual income on offer has the potential to exceed the risk-free rate

Linking to the DJ Stoxx 50

Barclays is offering a five-year income product linked to the DJ Stoxx 50 index - rather than the DJ Eurostoxx 50 - that pays an annual income of 7.25%, or 1.8% per quarter, with a growth option attached

Germany's autocallable kickout

A raft of autocallable kickout products in Germany are exemplified by two deals this month, based on the stock of DaimlerChrysler and SAP. Double-digit coupons are on offer for both, as is the chance of a bonus should the barrier not be breached

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