16/04/2024 Sustainable Finance Cutting to the chase on ESG This study analyzes performance metrics shows that focusing on non-financial indicators and individual sub-criteria can uncover opportunities that may...
29/02/2024 Sustainable Finance Modeling the Links Between Economic Growth, Socio-economic Dynamics and Environmental Dimensions Dive into the nexus of demographics, biodiversity, climate change, political stability, and inequality shaping GDP growth globally. Explore how non-financial...
15/12/2023 Machine Learning & Artificial Intelligence Answering Clean Tech Questions with Large Language Models Drive the net-zero transition and monitor clean tech innovation and mineral dependencies effortlessly. Boost renewable energy and low-emission solutions...
19/01/2023 Research The Market Effect of Acute Biodiversity Risk: the Case of Brazilian Corporate Bonds The market effect of acute biodiversity risk: the case of Brazilian corporate bonds. This paper highlights a study examining the linkages between biodiversity...
30/11/2022 Sustainable Finance The Market Effect of Acute Biodiversity Risk: the Case of Corporate Bonds In this paper, we investigate the relationship between biodiversity and companies, through the lens of corporate bonds.
2/06/2022 Portfolio Strategy Shifts & Narratives #18 - The power of narratives for investors Narratives have been around for a long time but their impact on financial markets has not been fully exploited. Our analysis suggests that narratives...
3/05/2022 Real & Alternative Assets Global real estate markets: rich valuations, but not a source of systemic risk Understanding the current situation of global real estate markets and their likely evolution in a high-inflation regime.
7/04/2022 Machine Learning & Artificial Intelligence Monitoring Narratives: an Application to the Equity Market In this research, we show that variables from the Global Database of Events, Language and Tone (GDELT) convey significant informational content that can...
25/02/2022 Sustainable Finance The Recent Performance of ESG Investing, the Covid-19 Catalyst and the Biden Effect The purpose of this paper is to appraise recent ESG trends in global equity markets. It contributes to a broader research project started at Amundi in...
11/02/2022 Sustainable Finance Equity Convexity and Unconventional Monetary Policy In this paper, we intend to gain an understanding of the drivers of stock convexity, also known as gamma.
23/11/2021 Sustainable Finance ESG and Sovereign Risk - What is Priced in by the Bond Market and Credit Rating Agencies? In this paper, we examine the materiality of ESG on country creditworthiness from a credit risk analysis viewpoint. To address this, we consider a granular...
26/02/2021 Portfolio Allocation Understanding the Performance of the Equity Value Factor After decades of sound performance, doubts have been cast on the ability of the equity value strategy to keep delivering in the aftermath of the 2008...
9/11/2017 Portfolio Allocation Analysing the Exposure of Low-volatility Equity Strategies to Interest Rates At the dawn of a potential rise in rates triggered by Central Banks in both Europe and the United States, doubts are being raised about the ability of...
6/06/2016 Portfolio Allocation Designing a corporate bond index on solvency criteria Doubts are rising whether bond indices, in the way they are constructed, are effective in their role of representing the markets they are designed for.