Content Newsletter - Top 10 Papers for May

The most downloaded papers in May 2024

Each month, we present the best-performing papers of the month, by number of downloads.

Geopolitical Risk Will Grow: Here Is How We Track It (Amundi)

This paper focuses on the GST’s first capability: risk identification. To showcase what it can do, the authors outline the current geopolitical context, and how the tracker informs our analysis.

New Research Investigates the Stock-Bond Correlation (Robeco)

Recent research investigates the impact of macroeconomic variables such as inflation, real interest rates and government creditworthiness on the correlation between stocks and bonds.

Global Fixed Income Strategy Report April 2024 (Invesco)

The U.S. and Europe are diverging—what does this mean for macro and markets?

The OCIO Mirage (Charles Skorina)

Hope springs eternal in the OCIO space. Each year confident investment officers and ardent marketeers announce their brand-new best-in-class discretionary outsourced solution. But for most of these eager rookies, few customers will come or care.

Artificial Intelligence Index Report 2024 (Stanford University)

The AI Index report tracks, collates, distills, and visualizes data related to artificial intelligence.

Megatrends: Fueling the Future - The Global Energy Landscape (PGIM)

For decades, the world has wrestled with an energy trilemma in balancing multiple goals: reliability, universal access to affordable energy, and mitigating and avoiding environmental harm.

Five Forces Reshaping Fixed Income Markets (Barclays Investment Bank)

The world of fixed income is undergoing rapid and profound changes. New technologies are transforming the landscape of trading, at a time when record issuance of U.S. Treasuries–the bedrock of global debt markets–is posing new risks to financial stability.

Can Machines Time Markets? The Virtue of Complexity in Return Prediction (AQR)

Machine learning techniques can be used to improve market timing strategies by picking up nonlinearities between the predictor variables and returns. In order to identify the nonlinearities, complex models must be estimated.

Global Financial Stability Report 2024 (IMF)

Near-term risks to global financial stability have receded as disinflation is entering its last mile but medium-term vulnerabilities are mounting.

Economic Outlook May 2024 (OECD)

There are signs that the global outlook has started to brighten, though growth remains modest. The impact of tighter monetary conditions continues, but global activity is proving relatively resilient, inflation is falling faster than initially projected and private sector confidence is improving.