
Asset Class Return Forecasts - Q2 2022
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SurveyESG 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 minutesPrior research has shown that decisions made at fund family level can account for a substantial portion of the performance of the individual active fund managers in the family.
More > 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
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