22/02/2021 Asset Pricing & Behavioural Finance Tracking ECB’s Communication: Perspectives and Implications ... This article assesses the communication of the European Central Bank (ECB) using Natural Language Processing (NLP) techniques.
29/04/2019 Research Emerging Market Green Bonds - Report 2018 A consolidation year paving the way for growth
9/09/2020 Sustainable Finance Climate change investment framework This paper presents a simple holistic approach to build climate risk-resilient investment portfolios based on the three key objectives of the Paris Agreement...
26/01/2021 Sustainable Finance The Market Measure of Carbon Risk and its Impact on the Mini... Like ESG investing, climate change is an important concern for asset managers and owners, and a new challenge for portfolio construction.
13/01/2021 Portfolio Allocation Responsible Investing and Stock Allocation We analyze the portfolio choices of approximately 913,000 active participants in employee saving plans in France.
13/01/2021 Insurance European insurers: the case for going global in the credit a... In the hunt for yield, some years ago European investors started to allocate part of their credit exposure to dollar assets.
8/02/2021 Emerging Markets EM Investment Opportunities for 2021 Global investors are currently dealing with two key challenges: find decent yield for their fixed income portfolios in a world of ultra-low or negative...
5/01/2021 Asset Pricing & Behavioural Finance Liquidity Stress Testing in Asset Management - Part 1. Model... This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions.
15/12/2020 Investment Insights Sustainability-linked bonds: nascent opportunities for ESG i... Since the creation of green bonds, many new labels have emerged, including social bonds, sustainability bonds, and recently transition bonds, not to mention...