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(1) Can Optimised Portfolios Deliver What They Promise?(7 min read)
It is notoriously difficult to design a portfolio that meets expectations. Sam van de Schootbrugge reviews a new paper that explains why learning from past forecasting errors can help portfolio optimisers deliver on their predictions.
(Sam van de Schootbrugge │ 14th April, 2021)
(2) Weekly Vaccination Tracker (1 min read)
The latest vaccination data shows a very strong weekly performance globally. In this update, we also discuss how the J&J vaccine pause could affect supply in the US and EU.
(Sam van de Schootbrugge │ 14th April, 2021)
The interplay between green policy, electricity prices, financial constraints and jobs: firm-level evidence (ECB, 36 page read)
Where Is the U.S. COVID-19 Pandemic Headed? (FRB of San Francisco, 10 min read)
Flattening the Curve: Pandemic-Induced Revaluation of Urban Real Estate (NBER, 42 page read)
From Micro to Macro: A Note on the Analysis of Aggregate Productivity Dynamics Using Firm-Level Data (FED, 31 page read)
(The commentary contained in the above article does not constitute an offer or a solicitation, or a recommendation to implement or liquidate an investment or to carry out any other transaction. It should not be used as a basis for any investment decision or other decision. Any investment decision should be based on appropriate professional advice specific to your needs.)