I am a founder of Allocation Strategy. We provide research capabilities for institutional investors to tackle complex strategic and tactical asset allocation questions. I previously spent a decade at Norges Bank Investment Management in asset allocation research, and prior to that I was a financial economist at the Bank of England.

Interests
  • Strategic Asset Allocation
  • Tactical Macro
  • Asset Pricing
  • Macroeconomics
  • Econometrics and Forecasting

Asset Allocation Research

Michael Chin, Pavol Povala (2023). Drivers of listed and unlisted real estate returns. NBIM Discussion Note.

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Michael Chin, Pavol Povala (2023). Macro trends and long-horizon returns. NBIM Discussion Note.

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Michael Chin, Pavol Povala (2023). Withdrawals from the GPFG and potential trade-offs. NBIM Discussion Note.

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Michael Chin, Pavol Povala (2021). Modelling equity market term structures. NBIM Discussion Note.

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Michael Chin, Anna Kylkilahti, Pavol Povala (2021). The asset pricing effects of ESG investing. NBIM Discussion Note.

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Published Articles and Working Papers

Michael Chin, Pavol Povala (2024). Real estate exposures to bond and equity return drivers. Journal of Alternative Investments, (Forthcoming).

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Michael Chin, Pavol Povala (2024). Simulating long-horizon returns on government bonds. Journal of Fixed Income, 33(4), March 2024, 18-44.

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Michael Chin, Ferre De Graeve, Thomai Filippeli, Konstantinos Theodoridis (2022). Understanding international long-term interest rate comovement. Advances in Econometrics, 44, September 2022, p. 147-189.

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Michael Chin, Jeremy Chiu, Richard Harris, Evarist Stoja (2018). Financial market volatility, macroeconomic fundamentals and investor sentiment. Journal of Banking & Finance, 92, July 2018, p. 130-145.

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Michael Chin, Zhuoshi Liu (2015). A joint affine model of commodity futures and US Treasury yields. Bank of England Working Paper.

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