December 2017
The Margrabe Best-of-two strategy: A sweet spot between equity upside potential and resilience to equity downturns
By Dr Kris Boudt, Stefan Hartmann, Giang Ha Nguyen, David Ardia
Read pdf
June 2017
Conservative screening and weighting in Shariah-Compliant Equity Investing
By Dr Kris Boudt, Muhammad Wajid Raza, Özgür Arslan-Ayaydin, Marjan Wauters
Read pdf
May 2017
Evaluating the Shariah-compliance of equity portfolios:
The weighting method matters
By Dr Kris Boudt, Muhammad Wajid Raza, Marjan Wauters
Read pdf
Nov 2016
Finvex research paper on risk-based portfolios
By Dr Kris Boudt, Giang Ha Nguyen, David Ardia
Read pdf
Apr 2015
Finvex research paper on smart beta equity investing through calm and storm
By Dr Kris Boudt, Giang Ha Nguyen, Benedict Peeters and Joakim Darras.
Read pdf
Feb 2014
Finvex sixth white paper on asset allocation with higher moments and factor models
By Dr Kris Boudt, Dr Wanbo Lu and Benedict Peeters.
Read pdf
July 2013
Finvex fifth white paper on asset allocation with risk factors
By Kris Boudt, Benedict Peeters.
Read pdf
January 2013
Finvex fourth white paper on smart harvesting of equity style premia
By Kris Boudt, Benedict Peeters.
Read pdf
August 2012
Finvex third white paper on dynamic risk based asset allocation
By Kris Boudt, Joakim Darras.
Read pdf
April 2012
Finvex second white paper on risk optimized investing in equity markets
By Kris Boudt, Benedict Peeters.
Read pdf
November 2011
Finvex first white paper on risk optimized investment
By Kris Boudt.
Read pdf
