”I’m in the band” – a CTA Sub Strategy Comparision

”I’m in the band” – a CTA Sub Strategy Comparision

🕔11:04, 28.aug 2018

RPM EDUCATIONAL # 8. Key point: Although trend following is the dominating strategy in the CTA universe, there are also other sub strategies with different characteristics. Whereas trend following is superior in trending markets and persistent crises; during non-trending periods

Lees het volledige artikel
China’s biotech  revolution Shifting Asia

China’s biotech revolution Shifting Asia

🕔11:02, 28.aug 2018

Welcome to the next edition of our Shifting Asia series. In each publication, we dissect the impact that key structural developments across the Asia region have on markets and industries over a 5–10-year time horizon. Unfolding technology is an important driver

Lees het volledige artikel
Some Implications of Uncertainty and Misperception for Monetary Policy

Some Implications of Uncertainty and Misperception for Monetary Policy

🕔09:35, 28.aug 2018

When choosing a strategy for monetary policy, policymakers must grapple with mismeasurement of labor market slack, and of the responsiveness of price inflation to that slack. Using stochastic simulations of a small-scale version of the Federal Reserve Board’s principal New

Lees het volledige artikel
Minutes of the Federal Open Market Committee, July 31–August 1, 2018

Minutes of the Federal Open Market Committee, July 31–August 1, 2018

🕔09:35, 28.aug 2018

A joint meeting of the Federal Open Market Committee and the Board of Governors was held in the offices of the Board of Governors of the Federal Reserve System in Washington, D.C., on Tuesday, July 31, 2018, at 10:00 a.m.

Lees het volledige artikel
Competition, Stability, and Efficiency in Financial Markets

Competition, Stability, and Efficiency in Financial Markets

🕔09:34, 28.aug 2018

We find that (1) an intensification of competition increases the efficiency and fragility of banks; (2) economies can avoid the fragility costs of competition by enhancing bank governance and tightening leverage requirements; and (3) the monetary transmission mechanism is materially

Lees het volledige artikel
More Amazon Effects: Online Competition and Pricing Behaviors

More Amazon Effects: Online Competition and Pricing Behaviors

🕔09:34, 28.aug 2018

I study how online competition, with its shrinking margins, algorithmic pricing technologies, and the transparency of the web, can change the pricing behavior of large retailers in the U.S. and affect aggregate inflation dynamics. In particular, I show that in

Lees het volledige artikel
Jackson Hole Symposium 2018: Changing Market Structure and Monetary Policy

Jackson Hole Symposium 2018: Changing Market Structure and Monetary Policy

🕔09:34, 28.aug 2018

Over the last decade we have seen the start of a revolution in Artificial Intelligence, Big Data and Fintech that is changing many industries, including financial services. In my comments I want to focus on two aspects of these emerging

Lees het volledige artikel
The Impact of Trade on Inequality in Developing Countries

The Impact of Trade on Inequality in Developing Countries

🕔09:34, 28.aug 2018

Such quotes pervade the discussion of international trade in the United States. Yet this particular quote continues: “Jobs that should be offered to Brazilians are being delivered on a tray to the Chinese, Koreans, Indians, etc … .” It was

Lees het volledige artikel
Understanding Weak Capital Investment: the Role of Market Concentration and Intangibles

Understanding Weak Capital Investment: the Role of Market Concentration and Intangibles

🕔09:34, 28.aug 2018

We document that the rise of factors such as software, intellectual property, brand, and innovative business processes, collectively known as “intangible capital” can explain much of the weakness in physical capital investment since 2000. Moreover, intangibles have distinct economic features

Lees het volledige artikel
Increasing Differences between firms: Market Power and the Macro-Economy

Increasing Differences between firms: Market Power and the Macro-Economy

🕔09:34, 28.aug 2018

A rich understanding of macro-economic outcomes requires taking into account the large (and increasing) differences between firms. These differences stem in large part from heterogeneous productivity rooted in managerial and technological capabilities that do not transfer easily between firms. In

Lees het volledige artikel
CEE Market Insights

CEE Market Insights

🕔03:09, 28.aug 2018

Market outlook Among CEE currencies, the Polish zloty and the Romanian leu performed the best, while the forint and the Czech koruna fell to some extent last week. The zloty’s relative strength could be underpinned by strong monthly indicators for

Lees het volledige artikel
Milestone or millstone?

Milestone or millstone?

🕔02:03, 28.aug 2018

Bull markets don't die of old age. The current expansion bears the scars from many crises and near misses, but it has survived. In fact, it's partially because of that scar tissue that the economy lacks the excesses and imbalances

Lees het volledige artikel
What’s attractive among emerging market assets?

What’s attractive among emerging market assets?

🕔02:03, 28.aug 2018

For investors who remain underallocated to EM USD-denominated sovereign bonds, this is a good time to look through the noise and rebalance.  There is no denying that emerging market (EM) assets have underperformed developed market counterparts year-to-date. Reading the financial

Lees het volledige artikel
Beijing’s policy predicament

Beijing’s policy predicament

🕔02:03, 28.aug 2018

The US may try to contain China's industrial advancement by using trade barriers, but in the end it cannot stop China's ascent up the valueadded industrial ladder.  The US administration has asserted that its trade engagement with China is about

Lees het volledige artikel
The S&P’s record run faces near-term event risk

The S&P’s record run faces near-term event risk

🕔02:03, 28.aug 2018

Record-breaking S&P shrugs off threats. The S&P 500 hit an all-time high last week. And by some measures, the current bull market became the longest on record on 22 August, surpassing the 1990–2000 run. This strength is partly justified by

Lees het volledige artikel
The S&P’s record run faces near-term event risk

The S&P’s record run faces near-term event risk

🕔02:03, 28.aug 2018

Record-breaking S&P shrugs off threats. The S&P 500 hit an all-time high last week. And by some measures, the current bull market became the longest on record on 22 August, surpassing the 1990–2000 run. This strength is partly justified by

Lees het volledige artikel

Zoek

Asset Allocation Consensus September

Evenementen

  1. IPF – Besturen en beleggen in 2020

    december 12 @ 10:00 - 16:00
  2. CFA – Macro-economic forecast for 2020

    december 12 @ 15:30 - 19:00
  3. JP Morgan – 2020: A make or break year?

    december 12 @ 17:30 - 21:30
  4. Asset Management Kerstborrel

    december 17 @ 17:30 - 22:00
  5. Principal – Lunch Presentatie 2020 Real Estate Strategy Outlook

    16 januari 2020 @ 12:00 - 14:00

Twitter

Our conference #UBPInvestmentOutlook had a full house in London last week! Our experts shared their 2020 outlook for the global economy and more specifically for the UK. Thank you all for coming!

Zal zijn laatste woorden aan mij nooit vergeten. Over woorden gesproken: toen ik Volcker de eerste keer ontmoette, was zijn eerste vraag:"Hoe is het met Andre Szász?" Ik had 15 minuten met hem. Het werd 1,5 uur! Er was een klik. RIP

De Asset Allocatie Awards komen er weer aan! Nominaties komen deze week, winnaars op 4 februari 2020... Hier een sfeer inpressie van vorig jaar -> https://t.co/c36HWpyGVx

Obligaties uit frontier markets keren nog wel hoge coupons uit en de default-kans is verrassend laag. "Er moet veel gebeuren om negatief te eindigen," zegt Thomas Christiansen van @UBP_Group @IEXProfs https://t.co/gDP9nspIJw

Load More...

Zoek op datum

augustus 2018
M D W D V Z Z
« jul   sep »
 12345
6789101112
13141516171819
20212223242526
2728293031