5/03/2026 Asset Pricing & Behavioural Finance Geopolitical Risk and Asset Pricing Across Market Regimes This paper examines how geopolitical risk (GPR) is transmitted across global financial markets by analyzing its effects on equities, sovereign bonds,...
13/04/2021 Investment Insights Temperature scores: an innovative tool for ESG fundamental i... 2021 will be a pivotal year to curb climate change.
6/04/2021 Emerging Markets Why investors should look at Indian assets Domestic demand, ‘Make in India’, and possible inclusion in fixed income indices
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...
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.
15/12/2020 Investment Insights Sustainability-linked bonds: nascent opportunities for ESG i... Since the creation of green bonds, many new labels have emerged, including social bonds, sustainability bonds, and recently transition bonds, not to mention...
11/12/2020 Investment Insights Responsible investing expands further with green convertible... While investors have been aware of the merits of investing responsibly for a long time, the Covid-19 crisis is likely to increase the focus on ESG principles,...