12/06/2024 Sustainable Finance About SDGs, reading the manual with NLP This paper aims to examine the SDGs' framework and question its implementation by companies.
20/02/2019 Portfolio Allocation Constrained Risk Budgeting Portfolios This article develops the theory of risk budgeting portfolios, when we would like to impose weight constraints.
14/01/2019 Sustainable Finance The Alpha and Beta of ESG investing Amundi’s new research on the impact of ESG investing on equity asset pricing finds that when an alpha strategy is massively implemented, it becomes a...
14/12/2018 Portfolio Allocation European asset -and mortgage- backed securities ten years on How do the European asset- and mortgage-backed securities fare today a decade after the financial crisis they have been incriminated in?
4/10/2018 Portfolio Allocation Tail Risk Adjusted Sharpe Ratio The Sharpe Ratio has become a standard measure of portfolio management performance, taking into account the risk side. In that framework, the consideration...
27/09/2018 Machine Learning & Artificial Intelligence Robust Asset Allocation for Robo-Advisors Robust Asset Allocation for Robo-Advisors
26/09/2018 Sustainable Finance BlackRock vs Norway Fund at Shareholder Meetings: Institutio... Do institutional investors engage with companies on corporate externalities such as greenhouse gas emissions? And if so, why?