BEN SLIMANE Mohamed

Working Paper
Working Paper 12.11.2021 ESG Improvers in Credit Investing

The objective of this article is to explore the impact of ESG Improvers on the corporate bond market.

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Working Paper
Working Paper 20.10.2021 The Recent Performance of ESG Investing, the Covid-19 Catalyst and the Biden Effect

The 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.

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Working Paper 24.03.2021 Bond Index Tracking with Genetic Algorithms
231

Bond 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.

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  • 231
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Working Paper 8.12.2020 Facts and Fantasies about the Green Bond Premium
118

The green bond market has increased exponentially since the first issuance in 2007.

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  • 118
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Discussion Paper 18.11.2020 Factor Investing and ESG in the Corporate Bond Market Before and During the COVID-19 Crisis
88

The 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.

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  • 88
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Working Paper 11.03.2019 Traditional and Alternative Factors in Investment Grade Corporate Bond Investing
39

While the concept of factor investing has gained significant traction since the 2000s with the consequence of altering the landscape of equity investing, factor investing in fixed income remains in its infancy.

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  • 39

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