DE JONG Marielle
2019.03-traditional-and-alternative-factors.jpg
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.

More > 10 minutes
  • 39
Working-paper.jpg
Working Paper 14.12.2018 European asset -and mortgage- backed securities ten years on
12

How do the European asset- and mortgage-backed securities fare today a decade after the financial crisis they have been incriminated in?

More > 10 minutes
  • 12
Working-paper.jpg
Working Paper 20.09.2017 Portfolio optimisation in an uncertain world
14

Mean-variance efficient portfolios are optimal as Modern Portfolio Theory alleges, only if risk were foreseeable, that is under the hypothesis that price (co)variance is known with certainty. Admitting uncertainty changes the perception.

More > 10 minutes
  • 14
Working-paper.jpg
Working Paper 15.11.2015 A fundamental bond index including solvency criteria
14

More > 10 minutes
  • 14
Working-Paper.png
Working Paper 25.06.2015 The asset- and mortgage-backed securities market in Europe

How do European asset- and mortgage-backed securities fare today five years after the 2008 crisis they have been incriminated in?

More > 10 minutes
Working-Paper.png
Working Paper 3.11.2014 The art of tracking corporate bond portfolios

The corporate bond indices, built by market index providers to serve as investment benchmarks, contain a great many securities, and are for that reason difficult to replicate.

More > 10 minutes
Working-paper.jpg
Working Paper 15.04.2013 Fundamental indexation for bond markets
22

The standard indices available for the bond investment markets, are composed of securities that are weighed by the size of the outstanding debt, and are for that reason weighing heavy on the ones most indebted.

More > 10 minutes
  • 22
Working-paper.jpg
Working Paper 15.10.2012 Market-implied inflation and growth rates adversely affected by the Brent

The inflation and the real yield component deduced from inflation-linked and nominal bond prices are adversely affected by two market effects: price distortions due to certain market-related events and oil price movements.

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