Bocconi Students Association
Global Outlook - November 2024 Edition Now Available! Our latest report from the Investment Research division is divided into two key sections. The first section offers a thorough exploration of global markets, detailing macroeconomic environments, important geopolitical shifts, and recent events that influence market dynamics. The second section...
Global Outlook - May 2024 Edition: Now Available! In the opening segment of our report, we continue our tradition of delivering a thorough analysis of macroeconomic trends, geopolitical shifts, and recent developments that shape market dynamics. The report then delves into the second segment, where it meticulously...
Global Outlook - March 2024 is out! The first section of the report continues to provide a comprehensive analysis of macroeconomic trends, geopolitical evolutions, and recent developments that are currently influencing market dynamics. Following this, the second section offers a detailed examination of various asset categories. It...
Global Outlook - December 2023 edition has arrived! Our latest report from the Investment Research division is structured in two distinct sections. The first section delivers an in-depth analysis of the global markets, covering macroeconomic trends, geopolitical events, and recent developments that are shaping market dynamics. In...
The Investment Research Division responsible of monitoring relevant market trends in order to periodically update the association’s view and recommend the optimal exposure to the main asset classes across different geographies. Each of these exposures is discussed with and approved by the whole Investment Research...
The Investment Research Division responsible of monitoring relevant market trends in order to periodically update the associa:on’s view and recommend the op:mal exposure to the main asset classes across different geographies. Each of these exposures is discussed with and approved by the whole Investment Research...
In the December report the team investigated further in what the Macro team highlighted: volatility increased and affected equity market after the Russian-Ucranian conflict. Based on current and past data, our Markets & Alternatives team has covered the main strategies used to exploit the current...
Credit Default Swaps are credit or entity derivatives that offer insurance in case of default of an underlying bond. In this report a correlation analysis of CDS spread and the main asset classes is conducted. Furthermore, a discrete time variant of the Hull pricing model is...
The present report aims at analyzing with a structural and model driven approach three emerging markets high yield bond. These bonds have been selected through a bottom-up approach. The initial reference for the selection is: UBS Emerging Markets Bond List. Valuation is carried out according...
The Markets & Alternatives team analyses in its new report the latest findings over hedging investments in foreign currency equities. ...
Beware of Bear! Are the current low prices and the strong market recovery the occasion of a lifetime for investors or is it just a “bear market trap”? Here an analysis of past bear runs to better understand what could come next....
One of the hardest hit sectors by the Covid-19 outbreak is Airlines, but is it a good reason to sell?...
The pandemic has frightened investors but it has also drawn attention to an innovative instrument: pandemic bond. To know more read our Minerva Focus by Tommaso Beverina. ...
Our Markets & Alternative Research Team has analysed here the current corporate debt market and developed an internally-generated modified version of the CAPM to price investment grade bonds....
As we are approaching the end of 2019, here is an overview of this year’s bond market. Check it out to learn more about fixed income performance and monetary policy implications for 2020....
Report_F&A_Hedge...
Report_Commodity Futures_F&A...