In this paper, we apply mixed-integer optimization in corporate/government bond portfolios.

This paper focuses on the core-satellite approach as a portfolio strategy to address net-zero policies.

While responsible investors consider that the environmental and social pillars are highly interconnected when implementing ESG and climate strategies,...

The emergence of net zero emissions policies is currently one of the most important topics among asset owners and managers.

The most common models to assess asset returns are a linear combination of risk factors.

Our analysis suggests that narratives complement traditional macro variables when it comes to explaining financial market behaviour.

In this research, we show that variables from the Global Database of Events, Language and Tone (GDELT) convey significant informational content that can...

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...

The objective of this article is to explore the impact of ESG Improvers on the corporate bond market.

Bond portfolio optimization is very different from equity portfolio optimization. Indeed, while continuous optimization is efficient when managing a portfolio...

The green bond market has increased exponentially since the first issuance in 2007.

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...

While the concept of factor investing has gained significant traction since the 2000s with the consequence of altering the landscape of equity investing,...