
No systemic risk from SVB failure, but watch out for areas o...
2023 will be a two-speed year, with plenty of risks to watch out for.
Read moreThe most common models to assess asset returns are a linear combination of risk factors.
More > 10 minutesIn this research article, Amundi Quantitative Research explores the use of graph theory and neural networks in asset management.
More > 10 minutesIn the field of factor investing, quality is undoubtedly the equity factor with the weakest consensus. This research investigates the best way to define it. In order to capture the multi-faceted reality of the factor depicted in academia, we address the quality factor through a multidimensional process by defining four self-reliant pillars: profitability, earnings quality, safety and investment. To better fit institutional investor’s’ needs, we analyze the resulting factor by focusing on the last eighteen years and on a global developed markets universe of liquid stocks (largeand mid-caps).
More > 10 minutesAfter decades of sound performance, doubts have been cast on the ability of the equity value strategy to keep delivering in the aftermath of the 2008 Global Financial Crisis.
More > 10 minutesThe objective of this paper is to illustrate the factor investing space in corporate bonds before and during the COVID-19 crisis and is the natural extension of our prior analysis on both the new alternative credit factors and the ESG integration in credit.
More > 10 minutesCorporate ESG News and The Stock Market
More > 10 minutesThis article studies the impact of carbon risk on stock pricing.
More > 10 minutesIn this article, we explore generative models in order to build a market generator. The underlying idea is to simulate artificial multi-dimensional financial time series, whose statistical properties are the same as those observed in the financial markets.
More > 10 minutesAmundi’s Quantitative Research team has been studying the evolution of ESG investing across asset classes and geographies for the past several years.
More 5 to 10 minutesProfessional investors are Professional investors of the European Union, as defined as in European Directive 2004/39/EC dated 21 April 2004 on markets in financial instruments(MIFID) to investment services providers and any other professional of the financial industry,and as the case may be in each local regulation, and, as far as the offering in Switzerland is concerned, a Qualified Investor within the meaning of the provisions of the Swiss CollectiveInvestment Schemes Act of 23 June 2006 (CISA), the Swiss Collective Investment SchemesOrdinance of 22 November 2006 (CISO) and the FINMA’s Circular 08/8 on Public Advertising under the Collective Investment Schemes legislation of 20 November 2008
European Directive 2004/39/EC dated 21 April 2004 on markets in financial instruments (MIFID)
Private customers or retail investors, or to investors who do not comply with the definition of qualified investors as defined in the applicable legislation and regulation
as defined in the US Securities Act of 1933
You may print a copy of any page for personal or non-commercial purposes provided that you do not remove any copyright notices or any Amundi trademarks or logos, or change any content. Except for a purpose or a use permitted by statute, or with the prior written consent of Amundi you must not copy, modify, sell, distribute, adapt, publish, frame, reproduce,translate, distribute to any third person or entity in any country or jurisdiction which would subject Amundi or any of its products, to any registration requirements within these jurisdictions or where it might be considered as unlawful or otherwise use any of the information contained in this website or any material or Amundi trademarks or logos on the website.