17/03/2025 Economy & Markets The diverse economic impacts of artificial intelligence In this paper we extend our 2024 analysis by focusing on differentiating macroeconomic productivity gains enabled by AI across countries.
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.
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.