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.),...
13/10/2022 Research Artificial Intelligence and ESG: How do they fit? To understand how useful AI is in improving ESG data.
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...
19/11/2021 Investment Insights Shifts & Narratives #11 - Green sentiment: what impact on st... As a large number of investors turn to green assets, this raises questions about investors’ impact on the economy, in particular through their influence...
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...
7/10/2021 Retirement Strategic Asset Allocation for a Default Pension Plan This literature review discusses how to design a default life-cycle asset allocation for a defined contribution (DC) pension scheme.
26/07/2021 Retirement Pension Funds Letter 12 - COP26, COVID-19: more pressure for... Discover how COP26 and COVID-19 are increasing pressure for a green future in Amundi's Pension Funds Letter 12. Explore the latest insights and analysis...
17/05/2021 Retirement Pension Funds Letter 11 - Unexpected opportunities for pensi... In the wake of the Covid-19 pandemic, a lot of discussion has focused on the worsening of the retirement prospects of savers around the world. Indeed,...
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.