27/11/2025 Asset Pricing & Behavioural Finance Artificial Intelligence for Behavioral Finance Artificial Intelligence (AI), particularly Machine Learning (ML) and Deep Learning (DL) techniques, have been extensively used in consumer finance to...
15/02/2022 Sustainable Finance Net Zero Carbon Metrics This research project is both an update of the analysis on carbon emissions trajectories proposed by Le Guenedal et al. (2020) and a companion study of...
11/02/2022 Sustainable Finance Equity Convexity and Unconventional Monetary Policy In this paper, we intend to gain an understanding of the drivers of stock convexity, also known as gamma.
27/01/2022 Asset Pricing & Behavioural Finance Choice Overload participation and asset Allocation in French... This paper employs administrative data from one of the largest plan providers in France to investigate the role of plan and default characteristics in...
3/01/2022 Portfolio Allocation Portfolio Construction with Climate Risk Measures Because of the 2015 Paris Agreement, the development of ESG investing and the emergence of net zero emission policies, climate risk is certainly the most...
9/12/2021 Asset Pricing & Behavioural Finance Liquidity Stress Testing in Asset Management - Part 4. A Ste... This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions. The first...
1/12/2021 Asset Pricing & Behavioural Finance Graph Neural Networks for Asset Management In this research article, Amundi Quantitative Research explores the use of graph theory and neural networks in asset management.