5/08/2026 Machine Learning & Artificial Intelligence Agentic AI for Financial Applications: A Comprehensive Survey Language models have given rise to agentic AI. This paper analyses the full agentic stack together with its financial applications and risks.
11/03/2019 Machine Learning & Artificial Intelligence Financial Applications of Gaussian Processes and Bayesian Op... In the last five years, the financial industry has been impacted by the emergence of digitalization and machine learning. In this article, we explore...
11/03/2019 Portfolio Allocation Traditional and Alternative Factors in Investment Grade Corp... While the concept of factor investing has gained significant traction since the 2000s with the consequence of altering the landscape of equity investing,...
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...