Asset Management - dissertation
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World Economic Situation and Prospects 2013

United Nations Publication 2013

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This outlook and forecasts helped me in building my own overview of the current markets to understand the global economy. This sound research will however be completed by other environment analysis to sharp my analytical point of view. 

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The Rationale for Global Tactical Asset Allocation

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This research from Research Affiliates shows that the classic asset allocation 60% in equities and 40% in mainstream bonds is no longer relevant to troubled markets. "It has been an unsatisfying norm that still anchors much of the thinking in the investing business".

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Lessons from the 2007 financial crisis

Buiter W.H. 2007 - Paper submitted to the UK Treasury Select Committee

Alexia GENET's insight:

Although the author may have not imagined at the time he built his paper that the great crisis of 2008 will be that devastating, this paper retraced the events and factors that have conducted to the crisis. Setting the environment as the authors does, help understanding how bubble can be created, how to identify one, how to "deflate it"...

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When It Comes to Investing in the Stock Market, Timing Is Everything

When It Comes to Investing in the Stock Market, Timing Is Everything | Asset Management - dissertation | Scoop.it
A record-high stock market exposes the suckers. Don't be one of them.
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Market Timing appears to be one great method to make money of the market but is it really suitable to everyone? Market Timing is not an easy task to master!

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Les stratégies d'« indices intelligents », la nouvelle martingale des gérants

Les stratégies d'« indices intelligents », la nouvelle martingale des gérants | Asset Management - dissertation | Scoop.it
•Des gestions lancées sur le segment du « smart beta » connaissent une croissance spectaculaire.•Les investisseurs sont de plus en p...
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Nice explaination of what are smart beta indices and how they manage to attract many investor after crisis

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Smart Beta 2.0

Noël Amenc

Professor of Finance, EDHEC Business School

Director of EDHEC Risk Institute

 

Felix Goltz

Head of Applied Research, EDHEC-Risk Institute

 

Lionel Martellini

Professor of Finance, EDHEC Business School
Scientific Director, EDHEC-Risk Institute

Alexia GENET's insight:

Smart Beta is a technic of measuring risk based on a smarter exposition to the market using variance and covariance of assets. It is different from traditional method which is based on market capitalisation and correlation between assets.

This study is really helpful for me to value different methods that have come up from the financial crisis.

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Risk from bubble trouble is overblown - FT.com

Risk from bubble trouble is overblown - FT.com | Asset Management - dissertation | Scoop.it
One of the most common questions investors ask today is: “Are we in a bubble in financial assets?” It is easy to understand where such a query comes from, but the answer is a pretty clear “no”.
Alexia GENET's insight:

We might fear another bubble of asset if the accomodative monetary policy from the Fed last longer. We can either expect the Fed to continue this policy to support the american growth or to stop to avoid the increasing enthusiasm in financial market due to cheap money supply. It could be interesting to watch closely the price of american equity that is rising...

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A Practical Guide to Stock Portfolio Optimization and Asset Allocation

Financial Book from Michaud and Michaud

Alexia GENET's insight:

This book, as the title suggests, is a pratical guide to understand portfolio management and perform in that field. It provides real case examples that appeared to be very helpful when appraising the theory. But this book is from 2008, I will have to corroborate the facts from 2008 with updates from 2013.

Perfect support for my research. 

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Fed ‘taper’ set to cause further damage in bond markets - FT.com

Fed ‘taper’ set to cause further damage in bond markets - FT.com | Asset Management - dissertation | Scoop.it
Bond investors with a broad exposure to different types of US securities are facing their first negative year of performance since 1999 – and only their third annual loss since 1976.
Alexia GENET's insight:

Is the tapering from the Fed will severely impact the small growth the United State registered by the en of 2013?

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