Must read articles

Portfolio allocation

Working-paper.jpg
Working Paper 1.12.2021 Graph Neural Networks for Asset Management

In this research article, Amundi Quantitative Research explores the use of graph theory and neural networks in asset management.

More > 10 minutes
  • PDF
slider
Insights Paper 8.06.2021 The inflation moment - Strategies to protect portfolios from inflation risk

As the global economy emerges from its worst slump since the 1930s, we envisage plenty of inflation fertilisers at stake, especially in the United States. Inflationary trends could emerge due to a combination of factors, including the cyclical recovery as countries try to get the pandemic under control and gradually lift mitigation measures.

More > 10 minutes
  • PDF
Working-paper.jpg
Working Paper 7.06.2021 Robo-Advising for Small Investors: Evidence from Employee Savings Plans

We study the introduction of robo-advising on a large representative sample of Employees Saving Plans. The robo-advisor proposes a portfolio allocation and alerts investors if their allocation gets too far from the target, while investors remain free to follow or ignore the advices.

More > 10 minutes
  • PDF
Working-paper.jpg
Working Paper 26.04.2021 Robo-Advising: Less AI and More XAI?
19

We start by considering some of the key reasons behind the academic and industry interest in robo-advisors. We discuss how robo-advice could potentially address some fundamental problems in investors’ decision making as well as in traditional financial advice.

More > 10 minutes
  • PDF
  • 19
Working-paper.jpg
Working Paper 24.03.2021 Bond Index Tracking with Genetic Algorithms
231

Bond portfolio optimization is very different from equity portfolio optimization. Indeed, while continuous optimization is efficient when managing a portfolio of stocks, it is not always well-adapted to building a bond portfolio because the transformation of portfolio weights into numbers of shares may lead to significant rounding errors. Indeed, bond investors are often restricted to purchasing bonds in multiples of a minimum transaction unit, which can be expressed as a minimum number of bonds or a minimum amount of dollars.

More > 10 minutes
  • PDF
  • 231
Working-paper.jpg
Working Paper 2.10.2019 Machine Learning Optimization Algorithms & Portfolio Allocation
30

Portfolio optimization emerged with the seminal paper of Markowitz (1952). The original mean-variance framework is appealing because it is very efficient from a computational point of view.

More > 10 minutes
  • PDF
  • 30
Working-paper.jpg
Working Paper 15.11.2012 Alternative Inflation Hedging Portfolio Strategies: Going Forward under Immoderate Macroeconomics
15

Gone are the days when inflation fears had receded under years of “Great Moderation” in macroeconomics.

More > 10 minutes
  • PDF
  • 15
Working-paper.jpg
Working Paper 15.04.2012 An Inflation Hedging Strategy with Commodities: A Core Driven Global Macro
13

Recent academic studies have shown that since the mid-nineties, the pass-through of exogenous oil shocks into headline inflation has been increasing while the pass through into core inflation seems to have ceased.

More > 10 minutes
  • PDF
  • 13

Get in touch with us

Our online help service is available to answer your question.

My personal information

If you have a question about our company or one of our products, please complete the form to get in touch. Please do not mention your account numbers or critical data in this form.

Civility*
CAPTCHA This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

(*) Required fields
All our job offers (Permanent and temporary position, Internship, Apprenticeship or VIE) are available on our dedicated website: https://jobs.amundi.com.

Register and apply directly online.

Amundi on Twitter

1 hour 22 min

🇦🇹 #ESG | Um das globale Ziel einer emissionsfreien Welt zu schaffen, müssen wir alle aktiv werden. Erfahren Sie mehr darüber, welche Veränderungen notwendig sind, um das 1,5°C-Ziel zu erreichen. ⤵ https://t.co/FQPPHMD8aj

5 hours 6 min

📃 [Instit.Invest.] 💬 “The Circular Economy is not thought of as a business strategy that will influence or modify deeply the business-model of the company but rather than an addition of myriad of small actions.” ➡ Read our experts' analysis ⤵ https://t.co/ZqgOpEFeer

23 hours 36 min

📃 [Instit.Invest.] 💬 “This psychological dimension is a major driver of inflation expectations, but monetary forces also play a key role.” ➡ Discover our expert’s analysis on psychology and money impact on inflation in our #ResearchCenter ⤵ https://t.co/iL4buuRoUk

1 day 5 hours

🌱#ESG | As the ESG space is becoming more and more crowded, it’s time to think outside the box. See how Amundi looks to identify the ESG leaders of tomorrow. ⤵ https://t.co/7dW4QB6oeJ

2 days

🇩🇪 #Märkte | Nach dem sehr schnellen Anstieg der Zinsen seit Jahresbeginn konsolidierte sich der Rentenmarkt vergangene Woche. Die Inflationszahlen haben den Markt nicht erschüttert. Mehr Infos in unserer wöchentlichen Finanzmarktanalyse: ⤵ ➡https://t.co/jufaYjbM3P

2 days 1 hour

🇪🇸 #ESG | Para apoyar el objetivo mundial de lograr un mundo sin emisiones, todos debemos adoptar las medidas necesarias. Obtenga más información sobre los cambios que deben producirse para alcanzar el objetivo de 1,5ºC. ⤵ https://t.co/JL7KpkqNz0

2 days 7 hours

📃 [Instit.Invest.] 💬 “Political unrest will likely subside and be followed by increased government expenditure, which is affordable for the country as it has significant fiscal buffers.” ➡ Discover our experts’ analysis on Kazakhstan’s situation ⤵ https://t.co/XP2TKFh4w8

3 days 2 hours

🎥 #MarketReview | As the Omicron wave unfolds, markets are facing headwinds at the beginning of this year from persistent inflation, signs of decelerating economic activity and the start of monetary policy normalization. Comment by Monica Defend: https://t.co/aZSLHLny74

3 days 4 hours

🤝#Coalition | The @30percentclub France Investor Group announces today the publication of its first annual report and explains more about how we must further engage with companies to better promote gender diversity. Discover the full report ⤵ https://t.co/1eDZwbaL7F

3 days 5 hours

🎙 #Radio | Senior Sustainable Officer Sylvia Chen discussed the key goals in Amundi‘s new “ESG Plan 2025“ in her latest interview with @moneyfm893⤵ https://t.co/4lQ9jomJFJ