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19 January 2016

New research paper available: "Using risk factors for equity portfolio allocation"

Seeyond is pleased to present its latest research publication. Composed by the Quantitative Research and Analysis team, the document highlights the theme of using risk factors in equity portfolio allocation.

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15 December 2014

Investing in volatility: a new frontier for traditional portfolio diversification

The 3rd research paper from Seeyond, Natixis Asset Management’s investment division dedicated to structured and volatility management, is now available.

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17 February 2014

Managing equity risk in a low-rate environment

Investors operating in a low-rate environment, in which equities still enjoy an attractive risk premium, are faced with a major dilemma: how best capitalise on the high-risk premium while limiting drawdown risk?

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05 February 2014

Equity Portfolio Insurance Against a Benchmark: Setting, Replication and Optimality.

This paper undertakes the issue of portfolio insurance from the perspective of a risk-averse agent requiring his financial wealth to grow at a floored rate in excess of an equity benchmark.

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17 May 2013

Integrating a new risk factor into equity investment

Equity investors have been cognizant for decades of a number of risk factors that contribute towards explaining the behaviour of equity markets. The recent past has cast doubts upon basic finance principles and drawn out into the light an additional factor that investors should integrate into their analysis.

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