7/07/2026 Portfolio Allocation Bond Portfolio Optimization This paper presents a comprehensive framework for bond portfolio optimization applied to investment universes composed of individual securities.
24/03/2021 Machine Learning & Artificial Intelligence Bond Index Tracking with Genetic Algorithms Bond portfolio optimization is very different from equity portfolio optimization. Indeed, while continuous optimization is efficient when managing a portfolio...
26/02/2021 Portfolio Allocation Understanding the Performance of the Equity Value Factor After decades of sound performance, doubts have been cast on the ability of the equity value strategy to keep delivering in the aftermath of the 2008...
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.
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.
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.