2/06/2022 Portfolio Strategy Shifts & Narratives #18 - The power of narratives for invest... Our analysis suggests that narratives complement traditional macro variables when it comes to explaining financial market behaviour.
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 Cataly... 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...
18/11/2020 Investment Insights Factor Investing and ESG in the Corporate Bond Market Before... The objective of this paper is to illustrate the factor investing space in corporate bonds before and during the COVID-19 crisis and is the natural extension...
11/03/2019 Portfolio Allocation Traditional and Alternative Factors in Investment Grade Corp... While the concept of factor investing has gained significant traction since the 2000s with the consequence of altering the landscape of equity investing,...