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
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June 2017
Conservative screening and weighting in Shariah-Compliant Equity Investing
By Dr Kris Boudt, Muhammad Wajid Raza, Özgür Arslan-Ayaydin, Marjan Wauters
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May 2017
Evaluating the Shariah-compliance of equity portfolios:
The weighting method matters
By Dr Kris Boudt, Muhammad Wajid Raza, Marjan Wauters
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Nov 2016
Finvex research paper on risk-based portfolios
By Dr Kris Boudt, Giang Ha Nguyen, David Ardia
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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.
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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.
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July 2013
Finvex fifth white paper on asset allocation with risk factors
By Kris Boudt, Benedict Peeters.
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January 2013
Finvex fourth white paper on smart harvesting of equity style premia
By Kris Boudt, Benedict Peeters.
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August 2012
Finvex third white paper on dynamic risk based asset allocation
By Kris Boudt, Joakim Darras.
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April 2012
Finvex second white paper on risk optimized investing in equity markets
By Kris Boudt, Benedict Peeters.
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November 2011
Finvex first white paper on risk optimized investment
By Kris Boudt.
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