Few managers can both stay away of short-selling and reassess themselves sharply when prices are excessively low, and above all no one can make it happen every time. In these volatile and shocked markets, timing is key but difficult to master.
According to Jean-Louis Nakamura, CIO Asset Allocation and Jerome Teiletche, Head of Systematic Strategies and Alternative Portfolio Construction at Lombard Odier, the Risk parity approach is a growing interest to pension funds ...
Are these abrupt changes only an indication of the risks of the market, or is it investment behaviour which favours the occurance of these extreme risks ? These are the question tackled in the last « White Paper » of Lyxor
Challenges, positioning and quantative management outlook in France. Arnaud Chrétien and Serge Darolles, respectively Chairman and deputy chairman of QuantValley, answer our questions and introduce us to their project aimed at promoting Paris' image as a city of quant.
A short review of quantitative finance in France under the lens of the Next Finance website: Profile of quants, origins and outlook of the industry.