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...
26/08/2020 Sustainable Finance Measuring and Managing Carbon Risk in Investment Portfolios This article studies the impact of carbon risk on stock pricing.
7/07/2020 Machine Learning & Artificial Intelligence Improving the Robustness of Trading Strategy Backtesting wit... In this article, we explore generative models in order to build a market generator. The underlying idea is to simulate artificial multi-dimensional financial...
28/05/2020 Trajectory Monitoring in Portfolio Management and Issuer Int... 2°C alignment has become a major issue for climate-aware portfolio management.
13/05/2020 Portfolio Allocation Did Globalization Kill Contagion? Does financial globalization lead to contagion? We scrutinize linkages between international stock markets in a long historical perspective (1880-2014)....
7/04/2020 Sustainable Finance Credit Risk Sensitivity to Carbon Price In order to meet the objectives set by the Paris Climate Agreement, global greenhouse gas emissions must be drastically reduced.
10/02/2020 Sustainable Finance ESG Investing in Corporate Bonds: Mind the Gap This research is the companion study of three previous research projects conducted at Amundi that address the issue of socially responsible investing...