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The financial markets research team at Savings & Investments utilise a quantitative approach in its Occasional Papers in order to provide insight into the performance of financial assets. This is consistent with a belief that rigorous analytical analysis of historical market information is an important basis for the management of clients' investment portfolios. The objective is always to deliver consistent returns in excess of the relevant market indices while at the same time managing the risks.

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How the Bear is running its course
March 2008 (193KB)


This paper updates the Occasional Paper No. 2 and investigates recent movements in major share markets.
 
 

The Increasing Growl of the Bear
(Previously considered an Endangered Species)
January 2008 (205KB)


This paper investigates three questions:

  • Are we now trading within a global Bear market?
  • What does this imply for investors?
  • What does this suggest about the optimal investment strategies
    over the next period?

Enhancing Traditional Asset Allocation with Hedge Funds:
A Quantitive Motivation
September 2007 (289KB)


This paper investigates the financial performance of the alternative asset class - in the form of Hedge funds - within a typical low risk investment portfolio.
 


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