The family office is one of the fastest-growing structures designed to help individuals and
families manage their wealth. Whether a single-family office (SFO) serving one family or a …

Time variation in risk premia is not a violation of market efficiency but rather a reflection of
time-varying economic rewards. By analyzing macroeconomic sensitivities (proxying for …

We propose two new trading strategies which are based on a mathematical hypothesis
testing procedure identifying change points in the volatility structure of equity indices. In the …

This article discusses the Family Office (FO) theme and describes how this organization
promotes financial education for future heirs of Brazilian business families. FO is an …

The paper builds, in the first part, a benchmark index based on the optimal mix of indices for
the global asset classes of equity, fixed-income securities, real estate, commodities, and …

Die Arbeit untersucht, ob die Umsetzung von „Volatilitaetsziel “-Strategien in der
Vergangenheit erfolgreicher als herkömmliche „Kaufen-und-Halten “-Strategien gewesen …

This study proposes an alternative solution for generating consistent yields in a world of low
interest rates. The authors describe their experiences as they navigated the various …

Aktien spielen in der Asset-Allokation institutioneller Investoren üblicherweise eine
bedeutsame Rolle. Eine Bedeutungszunahme erwächst zudem aus der Tatsache, dass …

Inhaber großer Vermögen haben in den letzten Jahren zunehmend eigene, von Banken
unabhängige Strukturen zur Verwaltung ihres Vermögens, sogenannte Family Offices …