IN CASE YOU MISSED IT: Pension Liquidity Risk
Derivatives positions held by pension funds have a liquidity risk associated with them, particularly in relation to margin calls triggered by interest rate changes. During the Joint Inquire UK and [...]
Research
In case you missed it: MiFID II Research Unbundling: Cross-border Impact on Asset Managers
MiFID II (Markets in Financial instruments Directive II), a regulatory framework implemented by the EU, addresses various aspects of investment services, including the unbundling of research from trading fees. Despite [...]
Call for papers Autumn Seminar 2024
As part of its activities Inquire Europe organizes bi-annual seminars. The Autumn Seminar 2024 will be organized in Valencia from 6 – 8 October 2024. A major part of the [...]
Looking back on 2023
From an economic perspective, 2023 posed significant challenges due to its stubborn, high inflation and geopolitical shocks. But there were also amazing advances in technology; machine learning and generative AI [...]
Research grants available
Inquire Europe provides financial support for academic research projects which have the potential to be applied in the field of investment management. We encourages early-stage research focusing on European issues [...]
In case you missed it: What is Missing in Asset-Pricing Factor Models?
A major challenge in asset pricing theory is to explain the cross-section of asset returns. To address this challenge, a large number of systematic risk or common risks have been [...]
In case you missed it: Climate Change and Long-Horizon Portfolio Choice: Combining Theory and Empirics
With more countries being overwhelmed by climate change-related events, one wonders how big of an impact this will have on the world of investments, and how investors will need to [...]
New research started: "Pension Liquidity Risk"
Kristy Jansen, Sven Klingler, Angelo Ranaldo, and Patty Duijm are working on a project sponsored by Inquire Europe. The project is scheduled to be finalized early 2024. Pension funds are [...]
New research started: "The Corporate Bond Factor Zoo"
Alexander Dickerson, Christian Julliard, and Philippe Mueller are working on a project sponsored by Inquire Europe. The project is scheduled to be finalized in the Summer 2024. After six decades [...]
New research started: "Carbon Transition Risk and Net-Zero Portfolios"
Gino Cenedese, Shangqi Han, and Marcin Kacperczykare are working on a project sponsored by Inquire Europe. The project is scheduled to be finalized by August 2024. The growing concerns about [...]
Research finalized: "Are Cryptos Different? Evidence from Retail Trading"
Shimon Kogan, Igor Makarov, Marina Niessner, Antoinette Schoar recently finalized a project sponsored by Inquire Europe. Cryptocurrency prices over the last decade have famously been marked by significant volatility and [...]
Research finalized: "Bond Risk Premia in European Government Bonds"
Andrea Berardi and Stephen Schaefer recently finalized a project sponsored by Inquire Europe. Understanding the extent to which the shape of the yield curve reflects risk premia or investors’ expectations [...]