The article analyzes the changing correlation between stocks and bonds, highlighting the shift from negative to positive post-COVID-19 and its implications...

In this study, we provide an overview of stock-bond correlation modeling.

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

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

In this paper, we investigate the relationship between biodiversity and companies, through the lens of corporate bonds.

This paper proposes a weighted group neural network model and reexamines whether treasury bond returns are predictable when real-time, instead of fully-revised,...

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

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...

This article assesses the communication of the European Central Bank (ECB) using Natural Language Processing (NLP) techniques.

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

In order to meet the objectives set by the Paris Climate Agreement, global greenhouse gas emissions must be drastically reduced.

This research is the companion study of three previous research projects conducted at Amundi that address the issue of socially responsible investing...

Parameter Learning, Sequential Model Selection, and Bond Return Predictability

Doubts are rising whether bond indices, in the way they are constructed, are effective in their role of representing the markets they are designed for.