19/02/2024 Sustainable Finance Institutional investors’ approaches to responsible investing Discover how institutional investors navigate responsible investing in finance. Explore insights from qualitative interviews and academic literature....
15/02/2024 Machine Learning & Artificial Intelligence Expert Aggregation for Financial Forecasting Harness the potential of finance with our ML algorithms. BOA optimizes long-short strategies using diverse stock return forecasts from various models....
26/05/2023 Asset Pricing & Behavioural Finance Behavioural Biases Among Retail and Institutional Investors Decision-makers are often subject to various behavioural biases.
13/01/2023 Machine Learning & Artificial Intelligence What do we Learn from a Machine Understanding News Content? ... Using textual data extracted by Causality Link platform from a large variety of news sources (news stories, call transcripts, broker research, etc.),...
19/09/2022 Sustainable Finance Altruism or Self-Interest? ESG and Participation in Employee... We ask how the ESG performance of firms affects the asset allocation of a large sample of French employees between their employer’s stock and alternative...
25/07/2022 Portfolio Allocation Precautionary Liquidity and Retirement Saving There is a large debate on the optimal degree of savings’ liquidity in retirement systems.
1/03/2022 Machine Learning & Artificial Intelligence Augmenting Investment Decisions with Robo-Advice We study the introduction of robo-advising on a large representative sample of Employee Saving Plans.
25/02/2022 Sustainable Finance Cascading Effects of Carbon Price through the Value Chain: I... To avoid the worst climate change scenario, Greenhouse Gas (GHG) emissions should be reduced drastically during the next decades.
27/01/2022 Asset Pricing & Behavioural Finance Choice Overload participation and asset Allocation in French... This paper employs administrative data from one of the largest plan providers in France to investigate the role of plan and default characteristics in...
9/11/2021 Sustainable Finance Green Sentiment, Stock Returns, and Corporate Behavior In this paper, we propose a new method to estimate nonfundamental demand shocks for green financial assets based on the arbitrage activity of exchange-traded...
26/04/2021 Machine Learning & Artificial Intelligence Robo-Advising: Less AI and More XAI? We start by considering some of the key reasons behind the academic and industry interest in robo-advisors. We discuss how robo-advice could potentially...
13/01/2021 Portfolio Allocation Responsible Investing and Stock Allocation We analyze the portfolio choices of approximately 913,000 active participants in employee saving plans in France.
13/05/2020 Portfolio Allocation Did Globalization Kill Contagion? Does financial globalization lead to contagion? We scrutinize linkages between international stock markets in a long historical perspective (1880-2014)....
27/08/2019 Sustainable Finance Do universal owners vote to curb negative corporate external... This paper tests whether very diversified and patient investors, also known as universal owners, tend to vote in favor of shareholder resolutions instructing...
26/09/2018 Sustainable Finance BlackRock vs Norway Fund at Shareholder Meetings: Institutio... Do institutional investors engage with companies on corporate externalities such as greenhouse gas emissions? And if so, why?