Research Centre International Finance, Leuven
The research group International Finance conducts, first or foremost, research in various aspects related to international financial markets, like asset allocation across segments (e.g. stocks, bonds, commodities) and countries or styles (e.g. “Fundamental Indexing”), hedging (especially commodities), dynamic exposure measurement for stocks, and asset pricing. There are occasional excursions into other AFI fields, like governance, statistics, accounting treatment of forex positions, or the efficiency of forward and futures markets. Research methodologies adopted include large-scale regression systems, trading rules, and general statistics. Most work is empirical or mixed using archival data.