CPR Asset Management

According to Christian Lopez, Head of Research at CPR-AM, the four largest families of alternative indices are low volatility/minimum variance, equally-weighted, indices weighted by micro or macro fundamentals and maximum diversification indices

Cyrille Collet, Christian Lopez and Alexander Decoene from CPR AM show us how to make static combinations of factors to create a model for stock picking on a given universe ...

The inflation break-even is the difference in yield between a conventional bond (coupon rate) and its inflation-linked (real rate) equivalent (the same issuer, same maturity ...) ...

According to Christophe Dehondt, fund manager of CPR Focus Inflation, it is possible to benefit from the rise in inflation while being hedged against rising interest rates by buying inflation-linked bonds and selling traditional sovereign bonds with similar maturity...

The Solvency II framework will change the way insurance companies address the investments performance in risky assets, by adding a new parameter to the traditional risk / reward tradeoff ....