Portfolio Allocation | Amundi Research Center

Portfolio Allocation

Explore the latest in market strategy and asset allocation views from Amundi.

Portfolio Allocation

Incorporating ESG Risk In Fundamental Market Risk Models

This paper investigates the possible impact of ESG Risk when incorporated into front office driven Fundamental Market Risk Measurement approaches.

RC - Working Paper

Portfolio Allocation

Measuring and Pricing Cyclone-Related Physical Risk under Changing Climate

We propose a statistical methodology to quantify the financial implications of tropical cyclone-related physical risks implied by climate change.

Portfolio Allocation

Understanding the Performance of the Equity Value Factor

After 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...

Working Paper

Portfolio Allocation

Responsible Investing and Stock Allocation

We analyze the portfolio choices of approximately 913,000 active participants in employee saving plans in France.

Portfolio Allocation

Did Globalization Kill Contagion?

Does financial globalization lead to contagion? We scrutinize linkages between international stock markets in a long historical perspective (1880-2014)....

Portfolio Allocation

A Note on Portfolio Optimization with Quadratic Transaction Costs

In this short note, we consider mean-variance optimized portfolios with transaction costs.

Portfolio Allocation

Factor Investing in Currency Markets: Does it Make Sense?

The concept of factor investing emerged at the end of the 2000s and has completely changed the landscape of equity investing.

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