Bankers, markets & investors n° 158 september 2019
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A R T I C L E S
News and Sovereign CDS Spillovers:
The Case of the Euro Area Markets
Houssam BOUZGARROU, Ph.D., High Institute of Finance and Taxation, University of Sousse, Tunisia
Tarek CHEBBI, PhD, Faculty of Economic Sciences and Management, University of Sousse, Tunisia
Waël LOUHICHI, Ph.D., ESSCA School of Management, Paris, France
Rebalancing for Long-Term Investors:
Why it Pays to Do Less
Joost DRIESSEN, Tilburg University, Department of Finance; CentER Tilburg University
Ivo KUIPER, Kempen Capital Management
FOCUS ON
Applied Machine Learning for Quantitative Trading
Hans-Jörg VON METTENHEIM, IPAG Business School (Paris), Oxford-Man Institute of Quantitative Finance
(University of Oxford) and Keynum Investments (Rennes)
Factors and the Reshaping of Investment Management
Bernhard LANGER, Chief Investment Officer
Stephen QUANCE, Global Director, Factor Investing
Michael FRAIKIN, Global Head of Research
Georg ELSAESSER, Senior Portfolio Manager
Manuela VON DITFURTH, Senior Portfolio Manager
Martin KOLREP, Senior Portfolio Manager