26/05/2023 Asset Pricing & Behavioural Finance Behavioural Biases Among Retail and Institutional Investors Decision-makers are often subject to various behavioural biases.
12/05/2023 Sustainable Finance Green vs. Social Bond Premium While responsible investors consider that the environmental and social pillars are highly interconnected when implementing ESG and climate strategies,...
31/03/2023 Sustainable Finance Companies and Climate change - A research application of the... This report presents the results of research conducted by three leading climate finance research organizations. The CCIF aims to provide investors with...
9/03/2023 Sustainable Finance From Traditional to Sustainable Growth This article is a 360-degree analysis of the growth investment concept.
1/03/2023 Machine Learning & Artificial Intelligence Time Series Forecasting with Transformer Models and applicat... Since its introduction in 2017 (Vaswani et al., 2017), the Transformer model has excelled in a wide range of tasks involving natural language processing...
16/01/2023 Sustainable Finance The Impact of Climate Risks on Social Inequality Reducing social inequality and protecting the environment are two distinct objectives that can both complement and contradict each other. In this study,...
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.),...
30/11/2022 Sustainable Finance The Market Effect of Acute Biodiversity Risk: the Case of Co... In this paper, we investigate the relationship between biodiversity and companies, through the lens of corporate bonds.
23/11/2022 Sustainable Finance Net Zero Investment Portfolios - Part 1. The Comprehensive I... The emergence of net zero emissions policies is currently one of the most important topics among asset owners and managers.
18/11/2022 Portfolio Allocation Incorporating ESG Risk In Fundamental Market Risk Models This paper investigates the possible impact of ESG Risk when incorporated into front office driven Fundamental Market Risk Measurement approaches.
10/10/2022 Portfolio Allocation Capital Commitment Over ten trillion dollars are allocated to private market funds that require outside investors to commit to transferring capital on demand; most of these...
4/10/2022 Asset Pricing & Behavioural Finance Fast Filtering with Large Option Panels: Implications for As... The cross-section of options holds great promise for identifying return distributions and risk premia, but estimating dynamic option valuation models...
22/09/2022 Machine Learning & Artificial Intelligence Real-Time Macro Information and Bond Return Predictability: ... This paper proposes a weighted group neural network model and reexamines whether treasury bond returns are predictable when real-time, instead of fully-revised,...
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.