Amina Cherief

Amundi Asset Management

90 Boulevard Pasteur

Paris, 75015

France

SCHOLARLY PAPERS

2

DOWNLOADS

259

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Revisiting Quality Investing

Number of pages: 93 Posted: 14 Jul 2021
Amundi Asset Management, Amundi Asset Management, Amundi Asset Management and Amundi Asset Management
Downloads 197 (194,312)

Abstract:

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Quality, Factor investing, Profitability, Earnings quality, Accruals, Safety, Capital structure, Investment, Asset pricing, Clustering, K-Means algorithm, Gaussian Mixture Models, Covid-19, Global Financial Crisis

2.

Liquidity Stress Testing in Asset Management - Part 2. Modeling the Asset Liquidity Risk

Number of pages: 86 Posted: 25 May 2021
Amundi Asset Management, Amundi Asset Management, Amundi Asset Management and National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE)
Downloads 62 (430,004)

Abstract:

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Asset liquidity, stress testing, bid-ask spread, market impact, transaction cost, participation rate, power law, liquidation cost, liquidation ratio, liquidation shortfall, time to liquidation