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Mathema May 2012 Global Investment Insight Report

Mathema May 2012 Global Investment Insight Report

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Published by: chris_clair9652 on Jun 21, 2012
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09/19/2013

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Leading Intelligence & Independent Insight
GLOBAL INVESTMENT INSIGHT REPORTMAY 2012
Knowledge is virtue and virtue is especially an advantage for the individual who uses it
Plato (427 BC-347 BC) -The Republic
AURELIANO GENTILINI
aureliano.gentilini@mathema.co
MASSIMO MAURELLI
massimo.maurelli@mathema.co
 
LeadingIntelligence & IndependentInsight
List of Contents
Pag. 4Executive SummaryPag. 8Global Stock MarketsPag. 10Market VolatilityPag. 12Emerging MarketsPag. 14Safe Haven AssetsPag. 16 Tail Risk –Market ExpectationsPag. 17Tail Risk Stock Market PositioningPag. 19Credit SpreadsPag. 21FinancialsPag. 23CommoditiesPag. 26–EurozoneSovereign Debt MarketPag. 27Yield Curves
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LeadingIntelligence & IndependentInsight
List of Contents
Pag. 30Money & InterbankingMarketsPag. 31Sovereign Benchmark YieldsPag. 32Sovereign Benchmark SpreadsPag. 33Hedge Fund Strategy PerformancePag. 34Hedge Fund Strategy Performance DispersionPag. 35Hedge Fund Strategy CorrelationsPag. 37 Investment Risk Assessment: DebtPag. 39 Investment Risk Assessment: EquitiesPag. 40 Investment Risk Assessment: Currencies & CommoditiesPag. 41Hedge Fund Strategies Risk Assessment & OutlookPag. 45Mathema’sHedge Fund Strategies Forecast
Pag. 46
Disclaimer 
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