31/05/2023 Asset Pricing & Behavioural Finance Institutional Ownership and the Resolution of Financial Distress We analyze the distressed firm’s decision between Chapter 11 and an exchange offer.
26/05/2023 Asset Pricing & Behavioural Finance Behavioural Biases Among Retail and Institutional Investors Decision-makers are often subject to various behavioural biases.
4/10/2022 Asset Pricing & Behavioural Finance Fast Filtering with Large Option Panels: Implications for Asset Pricing The cross-section of options holds great promise for identifying return distributions and risk premia, but estimating dynamic option valuation models...
27/01/2022 Asset Pricing & Behavioural Finance Choice Overload participation and asset Allocation in French savings Plans This paper employs administrative data from one of the largest plan providers in France to investigate the role of plan and default characteristics in...
9/12/2021 Asset Pricing & Behavioural Finance Liquidity Stress Testing in Asset Management - Part 4. A Step-by-step Practical Guide This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions. The first...
1/12/2021 Asset Pricing & Behavioural Finance Graph Neural Networks for Asset Management In this research article, Amundi Quantitative Research explores the use of graph theory and neural networks in asset management.
6/10/2021 Asset Pricing & Behavioural Finance Liquidity Stress Testing in Asset Management - Part 3. Managing the Asset-Liability Liquidity Risk This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions.