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...
12/04/2024 Sustainable Finance Companies and Climate change - An updated research application of the AIIB-Amundi CCIF* This report, following the report on companies and climate change published in 2023, emphasizes the increasing use of international environmental disclosure...
11/03/2024 Sustainable Finance The Economic Cost of the Carbon Tax Explore the impact of carbon taxes on finance with our detailed analysis. Discover the economic implications of environmental policies and their effects...
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...
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....
20/12/2023 Portfolio Strategy Bond Portfolio Optimisation and Mixed Integer Programming In this paper, we apply mixed-integer optimization in corporate/government bond portfolios.
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...
5/12/2023 Portfolio Allocation Optimal Decumulation Strategies for Retirement Solutions This paper focuses on the optimal decumulation strategies for retirement solutions in those countries with a defined-contribution plan.
16/11/2023 Sustainable Finance Climate-Related Stress-Testing and Net-Zero Valuation This paper proposes a methodology for quantifying the climate-related transition impacts on energy-intensive companies.
8/11/2023 Sustainable Finance Net Zero Investment Portfolios - Part 2. The Core-Satellite Approach This paper focuses on the core-satellite approach as a portfolio strategy to address net-zero policies.
4/07/2023 Sustainable Finance From Climate Stress Testing to Climate Value-at-Risk: A Stochastic Approach This paper proposes a comprehensive climate stress testing approach to measure the impact of transition risk on investment portfolios.
1/06/2023 Sustainable Finance Sustainability signals: an analysis of labelling schemes for socially responsible investments This paper examines the coherence of the signals sent by these sustainable labels versus those from the private sector.
31/05/2023 Asset Pricing & Behavioural Finance Institutional Ownership and the Resolution of Financial Distress We analyze the distressed firm’s decision between Chapter 11 and an exchange offer.
26/05/2023 Asset Pricing & Behavioural Finance Behavioural Biases Among Retail and Institutional Investors Decision-makers are often subject to various behavioural biases.