Must read articles

Asset Allocation
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Investment Talks 23.02.2022 Russia-Ukraine escalation adds to the case for additional protection

Understanding the economic and investment fallout of the Russia-Ukraine conflict.

More > 10 minutes
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Working Paper 15.02.2022 Net Zero Carbon Metrics

This research project is both an update of the analysis on carbon emissions trajectories proposed by Le Guenedal et al. (2020) and a companion study of the climate risk measures defined by Le Guenedal and Roncalli (2022).

More > 10 minutes
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Working Paper 11.02.2022 Equity Convexity and Unconventional Monetary Policy

In this paper, we intend to gain an understanding of the drivers of stock convexity, also known as gamma.

More > 10 minutes
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Insights Paper 9.02.2022 Inflation is starting to burn - Strategies to protect portfolios from inflation risk

Understanding our key convictions and portfolio implications on inflation trends ahead

More 5 to 10 minutes
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Monthly Cross Asset 3.02.2022 The journey back to zero real rates

Real interest rates in the US and Europe have reached negative levels that are unprecedented in recent history.

More 5 to 10 minutes
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Working Paper 27.01.2022 Choice Overload participation and asset Allocation in French savings Plans

This paper employs administrative data from one of the largest plan providers in France to investigate the role of plan and default characteristics in affecting whether employees participate in the plan and whether they accept its default investment option.

More > 10 minutes
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Working Paper 3.01.2022 Portfolio Construction with Climate Risk Measures

Because of the 2015 Paris Agreement, the development of ESG investing and the emergence of net zero emission policies, climate risk is certainly the most important topic and challenge for asset owners and managers now and will remain so over the next five years.

More > 10 minutes
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Working Paper 9.12.2021 Liquidity Stress Testing in Asset Management - Part 4. A Step-by-step Practical Guide

This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions. The first dimension covers liability liquidity risk (or funding liquidity) modeling, the second dimension focuses on asset liquidity risk (or market liquidity) modeling, and the third dimension considers the asset-liability management of the liquidity gap risk (or asset-liability matching).

More > 10 minutes
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Working Paper 1.12.2021 Graph Neural Networks for Asset Management

In this research article, Amundi Quantitative Research explores the use of graph theory and neural networks in asset management.

More > 10 minutes

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