Separate accounts are a large and unique, but understudied, part of the investment
management industry. Within our sample, on net, the average separate account …

Using factor models we empirically investigate the performance of European Monetary
Union (EMU) bond managers. We find that (1) alpha is time varying,(2) bond managers …

In this article, the authors investigate the ability of currency carry strategies to mitigate the US-
dollar risk of US and global bond benchmark indices. Using the Fama-French and currency …

This article highlights some of the main practical errors and challenges associated with
investing in Economic and Monetary Union (EMU) government bonds and the difficulties in …

The synchronised and accommodative policies employed by various monetary policy
authorities over the last ten years have suppressed market volatility, leading to lower levels …