Must read articles

CHERIEF Amina
RC-2023.01-The-market-effect-of-acute-biodiversity-risk-slider
Thematic Paper 19.01.2023 The Market Effect of Acute Biodiversity Risk: the Case of Brazilian Corporate Bonds

The market effect of acute biodiversity risk: the case of Brazilian corporate bonds. This paper highlights a study examining the linkages between biodiversity events and corporate bond spreads.

More > 10 minutes
RC - Working Paper
Working Paper 30.11.2022 The Market Effect of Acute Biodiversity Risk: the Case of Corporate Bonds

In this paper, we investigate the relationship between biodiversity and companies, through the lens of corporate bonds.

More > 10 minutes
RC - Working Paper
Working Paper 1.07.2022 Credit Factor Investing with Machine Learning techniques

The most common models to assess asset returns are a linear combination of risk factors.

More > 10 minutes
RC-Shifts&Narratives18-Slider
Thematic Paper 2.06.2022 Shifts & Narratives #18 - The power of narratives for investors

Narratives 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 minutes
Working-Paper-600x-400
Working Paper 7.04.2022 Monitoring Narratives: an Application to the Equity Market

In 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 minutes
RC-2021.10-ESG-Investing-slider
Working Paper 25.02.2022 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.

More > 10 minutes
Working-paper.jpg
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
Working Paper
Working Paper 30.06.2021 Revisiting Quality Investing

In the field of factor investing, quality is undoubtedly the equity factor with the weakest consensus. This research investigates the best way to define it. In order to capture the multi-faceted reality of the factor depicted in academia, we address the quality factor through a multidimensional process by defining four self-reliant pillars: profitability, earnings quality, safety and investment. To better fit institutional investor’s’ needs, we analyze the resulting factor by focusing on the last eighteen years and on a global developed markets universe of liquid stocks (largeand mid-caps).

More > 10 minutes
Working-paper.jpg
Working Paper 18.05.2021 Liquidity Stress Testing in Asset Management - Part 2. Modeling the Asset Liquidity Risk

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

Get in touch with us

Our online help service is available to answer your question.

My personal information

If you have a question about our company or one of our products, please complete the form to get in touch. Please do not mention your account numbers or critical data in this form.

Civility*
CAPTCHA This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

(*) Required fields
All our job offers (Permanent and temporary position, Internship, Apprenticeship or VIE) are available on our dedicated website: https://jobs.amundi.com.

Register and apply directly online.

Amundi on Twitter