19/01/2026 Portfolio Strategy Strategic Integration of Private Assets into Multi-Asset Allocations This study presents a practical framework for sizing private asset allocations and planning capital commitments from the perspective of a Multi-Asset...
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.
23/11/2021 Sustainable Finance ESG and Sovereign Risk - What is Priced in by the Bond Marke... In this paper, we examine the materiality of ESG on country creditworthiness from a credit risk analysis viewpoint. To address this, we consider a granular...
12/11/2021 Portfolio Allocation ESG Improvers in Credit Investing The objective of this article is to explore the impact of ESG Improvers on the corporate bond market.
9/11/2021 Sustainable Finance Green Sentiment, Stock Returns, and Corporate Behavior In this paper, we propose a new method to estimate nonfundamental demand shocks for green financial assets based on the arbitrage activity of exchange-traded...
6/10/2021 Asset Pricing & Behavioural Finance Liquidity Stress Testing in Asset Management - Part 3. Manag... This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions.
30/06/2021 Portfolio Allocation 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...