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.
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,...
1/07/2022 Machine Learning & Artificial Intelligence Credit Factor Investing with Machine Learning techniques The most common models to assess asset returns are a linear combination of risk factors.
12/11/2021 Portfolio Allocation ESG Improvers in Credit Investing The objective of this article is to explore the impact of ESG Improvers on the corporate bond market.
24/03/2021 Machine Learning & Artificial Intelligence Bond Index Tracking with Genetic Algorithms Bond portfolio optimization is very different from equity portfolio optimization. Indeed, while continuous optimization is efficient when managing a portfolio...
8/12/2020 Sustainable Finance Facts and Fantasies about the Green Bond Premium The green bond market has increased exponentially since the first issuance in 2007.