Mohamed Ben Slimane

Amundi Institute

90 Boulevard Pasteur

Paris, 75015

France

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 19,598

SSRN RANKINGS

Top 19,598

in Total Papers Downloads

4,876

SSRN CITATIONS

7

CROSSREF CITATIONS

1

Scholarly Papers (9)

1.

ESG Investing in Corporate Bonds: Mind the Gap

Number of pages: 61 Posted: 22 Sep 2020
Amundi Institute, Amundi Technology, Amundi Asset Management and Amundi Institute
Downloads 883 (51,389)
Citation 1

Abstract:

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SRI, ESG investing, environmental, social, governance, asset pricing, active management, bond picking, passive management, credit rating, yield spread, cost of debt

2.

Credit Factor Investing with Machine Learning Techniques

Number of pages: 50 Posted: 26 Jul 2022
Amina Cherief, Mohamed Ben Slimane, Jean-Marie Dumas and Hamza Fredj
Amundi Institute, Amundi Institute, Amundi Asset Management and Amundi Asset Management
Downloads 853 (53,856)
Citation 1

Abstract:

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Credit, Value, Size, Momentum, Duration, Liquidity, ESG, Machine Learning Models, Tree-Based Regressions, SHAP Values, Feature Importance

3.

ESG Investing in Fixed Income: It's Time to Cross the Rubicon

Number of pages: 23 Posted: 22 Sep 2020
Amundi Institute, Amundi Asset Management, Amundi Technology, Amundi Asset Management and Amundi Institute
Downloads 766 (62,281)

Abstract:

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SRI, ESG investing, environmental, social, governance, asset pricing, active management, bond picking, passive management, credit rating, yield spread, cost of debt

4.

Monitoring Narratives: An Application to the Equity Market

Number of pages: 38 Posted: 06 May 2022
Amundi Institute, Amundi Institute, Amundi Institute, Amundi Technology, Amundi Institute and Amundi Institute
Downloads 729 (66,473)

Abstract:

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macroeconomics, narrative economics, FRED, GDELT project, natural language processing, sentiment, financial markets

5.

Net Zero Investment Portfolios - Part 1. The Comprehensive Integrated Approach

Number of pages: 103 Posted: 13 Dec 2022
Amundi Institute, Amundi Institute, Amundi Asset Management and Amundi Institute
Downloads 581 (88,583)

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climate change, net zero emissions scenario, decarbonization, transition, greenness

6.

The Recent Performance of ESG Investing, the COVID-19 Catalyst and the Biden Effect

Number of pages: 26 Posted: 21 Oct 2021
Amundi Institute, Amundi Technology, Amundi Institute, Amundi Institute, Amundi Asset Management, Amundi Institute and Amundi Institute
Downloads 429 (127,981)
Citation 1

Abstract:

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ESG, environmental, social, governance, asset pricing, active management, factor investing, COVID-19, feature extraction, machine learning

7.

Net Zero Investment Portfolios - Part 2. The Core-Satellite Approach

Number of pages: 69 Posted: 25 Oct 2023 Last Revised: 03 Nov 2023
Mohamed Ben Slimane, Dorianne Lucius, Thierry Roncalli and Jiali Xu
Amundi Institute, Amundi Asset Management, Amundi Asset Management and Amundi Asset Management
Downloads 315 (179,912)

Abstract:

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Net zero emissions, core-satellite strategy, decarbonization, transition, greenness, carbon intensity, green intensity, equity allocation, bond allocation, tracking error

8.

Green vs. Social Bond Premium

Number of pages: 36 Posted: 21 May 2023
Mohamed Ben Slimane, Thierry Roncalli and Raphaël Semet
Amundi Institute, Amundi Asset Management and University of Paris-Saclay
Downloads 269 (212,679)
Citation 2

Abstract:

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Sustainability, green bond, social bond, ESG, climate risk, risk premium, greenium, preferences

9.

Facts and Fantasies About the Green Bond Premium

Number of pages: 43 Posted: 18 Feb 2024
Mohamed Ben Slimane, Vivek Mahtani and Dany Da Fonseca
Amundi Institute, Amundi Asset Management and Amundi Asset Management
Downloads 51 (715,459)

Abstract:

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Green bond, risk premium, credit rating, liquidity, environmental, ESG