This research delves into how mental models of pricing in financial markets shape return expectations. The primary objective of finance lies in pricing risks, where the level of mispricing indicates [...]
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 [...]
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 [...]
Since the eighteenth century, mathematical modelling has attempted to represent physical reality and has more recently tackled the economic and financial domains. The golden rule of modelling has always been [...]
The seminar theme for the Joint Spring Seminar is “Politics, Regulation and Investment Management” and the program features interesting international speakers. Date: 24 – 26 March 2024Location: Harbour Hotel, SouthamptonConference theme: [...]
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 [...]
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 [...]
Mutual fund analyst reports are essential tools for investors. These reports provide valuable insights and information about specific mutual funds, helping individuals make informed investment decisions. During the Inquire Europe [...]
In their daily investment practices, quant investors can make use of machine learning models in order to predict one-month forward stock returns based on specific stock characteristics. Generally, investors believe [...]
Artificial Intelligence (AI) is rapidly becoming an integral part of our modern world, transforming industries and shaping our daily lives. Its growing importance lies in its ability to enhance efficiency, [...]
The prize committees of Inquire Europe decided to award the prize for the best paper presented at the Autumn Seminar 2023 to Raman Uppal, for his presentation entitled “What is Missing in Asset-Pricing Factor [...]
The topic of the Autumn Seminar of Inquire Europe will be “Innovation in investing for the long term” and will cover the use of new data, new financial instruments and new ML [...]
