
2023 Investment Outlook - Some light for investors after the...
2023 will be a two-speed year, with plenty of risks to watch out for.
Read moreAn increasing number of institutional investors have adopted a total portfolio approach (TPA) as a response to the weaknesses of more traditional strategic asset allocation (SAA)-based methodologies.
More > 10 minutesESG Investing is evolving extremely rapidly, in Europe and abroad.
More 5 to 10 minutesThis research is the companion study of three previous research projects conducted at Amundi that address the issue of socially responsible investing (SRI) in the stock market. The underlying idea of this new study is to explore the impact of ESG investing on asset pricing in the corporate bond market.
More > 10 minutesThis research is an update of the study that we published last year (Bennani et al., 2018) and that explored the impact of ESG investing
More > 10 minutesIn this short note, we consider mean-variance optimized portfolios with transaction costs.
More > 10 minutesPortfolio 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 minutesThis paper tries to forecast exchange rates by comparing forecasting methods that take into account cointegration and methods that do not.
More > 10 minutesThe concept of factor investing emerged at the end of the 2000s and has completely changed the landscape of equity investing.
More > 10 minutesWe decompose total variance into its bad and good components and measure the premia associated with their fluctuations using stock and option data from a large cross-section of firms.
More > 10 minutesThis website is solely for informational purposes.
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