Must read articles

Portfolio allocation
RC - Thematic Paper - Articulation
Thematic Paper 6.09.2022 Articulating asset allocation across different time horizons

Understanding how to articulate asset allocation across different time horizons.

More > 10 minutes
rc-2022.09-investment-phazer-slider
Thematic Paper 1.09.2022 Advanced Investment Phazer: a guide to dynamic asset allocation

Economic cycles have been a crucial driver for financial markets, making regime-based dynamic asset allocation (DAA) a common practice in supporting optimal portfolio construction. Discover how Amundi Institute leverages artificial intelligence for its investment approach.

More > 10 minutes
Working-Paper-600x-400
Working Paper 6.04.2022 Multi-Period Portfolio Optimization and Application to Portfolio Decarbonization

This research project is both an update of the analysis on carbon emissions trajectories proposed by Le Guenedal et al. (2020) and a companion study of the climate risk measures defined by Le Guenedal and Roncalli (2022).

More > 10 minutes
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
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
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
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
  • 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
  • 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
  • 30

This website is solely for informational purposes.
 
This website does not constitute an offer to sell, a solicitation of an offer to buy, or a recommendation of any security or any other product or service. Any securities, products, or services referenced may not be registered for sale with the relevant authority in your jurisdiction and may not be regulated or supervised by any governmental or similar authority in your jurisdiction.
 
Furthermore, nothing in this website is intended to provide tax, legal, or investment advice and nothing in this website should be construed as a recommendation to buy, sell, or hold any investment or security or to engage in any investment strategy or transaction. There is no guarantee that any targeted performance or forecast will be achieved.

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