According to the two co managers of Groupama Risk Premium, the high price of the markets and the systematic evaluation of risk premiums play an essential role in their investment decisions. This is a unique approach in France.
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Saturday 10 May 2025
Articles
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Interview Olivier Davanne and Thierry Pujol : « Our investment process is carried out along with systematic evaluations of risk premiums !»
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Innovation Groupama to launch a fund based on risk premiums
Groupama Risk Premium distinguishes itself in the French market with its reliance on risk premiums to allocate its portfolio between the three main asset classes (equities, bonds, currencies).
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Strategy Systematic managers call into question the status of core European sovereign debt as a risk-free asset
Global Macro managers explicitly follow defensive strategies: short exposure to equities (around -20%) and long exposure to the US sovereign debt. On their side, CTAs managers are more aggressive...
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Opinion On debt watch: why China can’t save the world
As China faces up to its debt problems investors should be poised for turbulence and opportunity, writes Robin Parbrook, Head of Asia (ex Japan) Equities.
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Strategy US dollar now sole safe haven currency
The US dollar will increasingly benefit from the flight to quality as the appeal of other ‘safe haven’ currencies wanes, according to Jack McIntyre, portfolio manager at Brandywine Global, a subsidiary of Legg Mason.
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