Contact us

Our online help service is available to answer your question. Please don't mention your account numbers or any critical data at this point, and only if you're asked by Amundi Client Service.

Select your profile* : Individuals investor Financial professionals		* Required fields


		The Captcha field is wrong or empty
The personal data collected above are intended for AMUNDI ASSET MANAGEMENT and are for the sole purpose of enabling you to receive a response to your request for information. AMUNDI ASSET MANAGEMENT undertakes to keep your personal data for the duration of our exchanges. In accordance with the European Regulation on the processing of personal data (RGPD 2016/679), you have the right to access, rectify, and delete your data by writing to AMUNDI ASSET MANAGEMENT BSC/SEC/PCA - 90, bd Pasteur - CS 21564 - 75730 Paris – FRANCE or by e-mail to dpo@amundi.com. By checking the box above, you declare that you understand and accept these conditions.

Important legal information.
Please read these terms and conditions carefully

This part of our website is for the attention of “Professional” investors. In the European Union, it is not for non-professional investors as defined in the MIFID or in each local regulation for the general public and nor for "US Person". This website is solely for information purposes. There is no guarantee that any targeted performance or forecast will be achieved. Amundi owns the copyright and all other intellectual property rights in the website.

By choosing “I Accept” you represent that you understand and agree to all the legal terms and conditions of Amundi’s website

the articles & research center news

Your search

You have selected

working paper

refine your search

81 article(s) matching your search criteria :

sort by :

Slider 1280x400

Slider 1280x400

23.01.2020 - Working Paper

The green swan: Central banking and financial stability in the age of climate change

Climate change poses new challenges to central banks, regulators and supervisors. This book reviews ways of addressing these new risks within central banks’ financial stability mandate.

Patrick BOLTON, Morgan DESPRES, Luiz Awazu PEREIRA DA SILVA , Frédéric SAMAMA, Romain SVARTZMAN

Working paper

Working paper

19.12.2019 - Working Paper

A Note on Portfolio Optimization with Quadratic Transaction Costs

A Note on Portfolio Optimization with Quadratic Transaction Costs

Pierre CHEN, Edmond LEZMI, Thierry RONCALLI, Jiali XU

Working paper

Working paper

02.10.2019 - Working Paper

Machine Learning Optimization Algorithms & Portfolio Allocation

Machine Learning Optimization Algorithms & Portfolio Allocation

Thierry RONCALLI, Sarah PERRIN

Working paper

Working paper

30.09.2019 - Working Paper

Forecasting Combination: An Application For Exchange Rates

Forecasting Combination: An Application For Exchange Rates

Elisa BAKU, Edmond LEZMI

Working paper

Working paper

27.08.2019 - Working Paper

Do universal owners vote to curb negative corporate externalities? An empirical analysis of shareholder meetings

Do universal owners vote to curb negative corporate externalities? An empirical analysis of shareholder meetings

Marie BRIERE, Sébastien POUGET, Loredana URECHE-RANGAU

Working paper

Working paper

24.06.2019 - Working Paper

Factor Investing in Currency Markets: Does it Make Sense?

The concept of factor investing emerged at the end of the 2000s and has completely changed the landscape of equity investing.

Elisa BAKU, Roberta FORTES, Karine HERVE, Edmond LEZMI, Hassan MALONGO ELOUAÏ, Thierry RONCALLI, Jiali XU

Working paper

Working paper

18.06.2019 - Working Paper

Pricing Individual Stock Options using both Stock and Market Index Information

When it comes to individual stock option pricing, most applications consider a univariate framework.

Jeroen V.K. ROMBOUTS, Lars STENTOFT, Francesco VIOLANTE

Working paper

Working paper

17.06.2019 - Working Paper

Variance Premium, Downside Risk, and Expected Stock Returns

We decompose total variance into its bad and good components and measure the premia associated with their fluctuations using stock and option data from a large cross-section of firms.

Bruno FEUNOU, Ricardo LOPEZ ALLOUCHKIN, Roméo TEDONGAP, Lai XU

Working paper

Working paper

17.06.2019 - Working Paper

International Stock Market Co-Movements and Politics-Related Risks

We investigate the determinants of international stock market co-movements, shedding light on the relevance of politics-related factors.

Giovanni PAGLIARDI, Patrice PONCET

Legal notices

Follow us: