
No systemic risk from SVB failure, but watch out for areas o...
2023 will be a two-speed year, with plenty of risks to watch out for.
Read moreThe emergence of net zero emissions policies is currently one of the most important topics among asset owners and managers.
More > 10 minutesThe most common models to assess asset returns are a linear combination of risk factors.
More > 10 minutesNarratives have been around for a long time but their impact on financial markets has not been fully exploited. Our analysis suggests that narratives complement traditional macro variables when it comes to explaining financial market behaviour.
More > 10 minutesIn this research, we show that variables from the Global Database of Events, Language and Tone (GDELT) convey significant informational content that can improve on a purely macroeconomic approach when modeling the US equity market.
More > 10 minutesThe purpose of this paper is to appraise recent ESG trends in global equity markets. It contributes to a broader research project started at Amundi in 2014 on the relevance of ESG.
More > 10 minutesThe objective of this article is to explore the impact of ESG Improvers on the corporate bond market.
More > 10 minutesBond portfolio optimization is very different from equity portfolio optimization. Indeed, while continuous optimization is efficient when managing a portfolio of stocks, it is not always well-adapted to building a bond portfolio because the transformation of portfolio weights into numbers of shares may lead to significant rounding errors. Indeed, bond investors are often restricted to purchasing bonds in multiples of a minimum transaction unit, which can be expressed as a minimum number of bonds or a minimum amount of dollars.
More > 10 minutesThe green bond market has increased exponentially since the first issuance in 2007.
More > 10 minutesThe objective of this paper is to illustrate the factor investing space in corporate bonds before and during the COVID-19 crisis and is the natural extension of our prior analysis on both the new alternative credit factors and the ESG integration in credit.
More > 10 minutesProfessional investors are Professional investors of the European Union, as defined as in European Directive 2004/39/EC dated 21 April 2004 on markets in financial instruments(MIFID) to investment services providers and any other professional of the financial industry,and as the case may be in each local regulation, and, as far as the offering in Switzerland is concerned, a Qualified Investor within the meaning of the provisions of the Swiss CollectiveInvestment Schemes Act of 23 June 2006 (CISA), the Swiss Collective Investment SchemesOrdinance of 22 November 2006 (CISO) and the FINMA’s Circular 08/8 on Public Advertising under the Collective Investment Schemes legislation of 20 November 2008
European Directive 2004/39/EC dated 21 April 2004 on markets in financial instruments (MIFID)
Private customers or retail investors, or to investors who do not comply with the definition of qualified investors as defined in the applicable legislation and regulation
as defined in the US Securities Act of 1933
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