Must read articles

Asset Allocation
RC - Working Paper
Working Paper 23.11.2022 Net Zero Investment Portfolios - Part 1. The Comprehensive Integrated Approach

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

More > 10 minutes
RC - Working Paper
Working Paper 18.11.2022 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.

More > 10 minutes
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Asset Class Views 4.11.2022 Asset Class Returns Forecasts - Q4 2022

Check the quartely update of the Amundi's medium to long-term expected returns on various asset classes.

More < 5 minutes
Research Center - 2022.10 - How do institutions segment their investment universe?
Insights Paper 25.10.2022 How do institutions segment their investment universe?

In the first papers of this series, we addressed the issues of how institutional investors should set their investment objectives – a key element of any Investment Policy Statement (IPS) – and how to articulate their asset allocation across different horizons.

More > 10 minutes
RC - Working Paper
Working Paper 10.10.2022 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 funds are Private Equity (PE).

More > 10 minutes
RC - Working Paper
Working Paper 4.10.2022 Fast Filtering with Large Option Panels: Implications for Asset Pricing

The cross-section of options holds great promise for identifying return distributions and risk premia, but estimating dynamic option valuation models with latent state variables is challenging when using large option panels. We propose a particle MCMC framework with a novel filtering approach and illustrate our method by estimating workhorse index option pricing models.

More > 10 minutes
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Insights Paper 28.09.2022 Time to refocus on bonds - Rethinking portfolios after the great repricing

Time to refocus on bonds - Rethinking portfolios after the great repricing

More > 10 minutes
RC - Working Paper
Working Paper 22.09.2022 Real-Time Macro Information and Bond Return Predictability: A Weighted Group Deep Learning Approach

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

More > 10 minutes
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Working Paper 19.09.2022 Altruism or Self-Interest? ESG and Participation in Employee Share Plans
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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 investments in firm sponsored savings plans.

More > 10 minutes
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