Amina Cherief

Amundi Institute

Fixed Income Quantitative Research

90 Boulevard Pasteur

Paris, 75015

France

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 22,142

SSRN RANKINGS

Top 22,142

in Total Papers Downloads

4,372

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (9)

1.

Revisiting Quality Investing

Number of pages: 93 Posted: 14 Jul 2021 Last Revised: 17 Apr 2024
Amundi Institute, Amundi Institute, Amundi Asset Management and Amundi Institute
Downloads 1,246 (31,759)

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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.

Credit Factor Investing with Machine Learning Techniques

Number of pages: 50 Posted: 26 Jul 2022
Amundi Institute, Amundi Institute, Amundi Asset Management and Amundi Asset Management
Downloads 866 (53,062)
Citation 1

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

3.

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 738 (65,837)

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

4.

The Market Effect of Acute Biodiversity Risk: The Case of Corporate Bonds

Number of pages: 70 Posted: 08 Dec 2022
Amina Cherief, Takaya Sekine and Lauren Stagnol
Amundi Institute, Amundi Institute and Amundi Institute
Downloads 582 (88,893)

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biodiversity, ecosystems services, ESG, asset pricing, corporate bonds, corporate sustainability, natural language processing, event studies, food security.

5.

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 431 (127,972)
Citation 1

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

6.

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 Institute, Amundi Asset Management and National Institute of Statistics and Economic Studies (INSEE) - National School for Statistical and Economic Administration (ENSAE)
Downloads 209 (271,732)

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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

7.

Liquidity Stress Testing in Asset Management - Part 4. A Step-by-step Practical Guide

Number of pages: 40 Posted: 15 Dec 2021
Thierry Roncalli and Amina Cherief
Amundi Asset Management and Amundi Institute
Downloads 170 (326,809)

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liquidity risk, stress testing, asset-liability management, redemption coverage ratio, reverse stress testing, transaction cost, reproducible research, knowledge transfer

8.

Answering Clean Tech Questions with Large Language Models

Number of pages: 26 Posted: 20 Dec 2023
Amundi Institute, Amundi Institute, Université Paris Cité, Amundi Technology, Amundi Technology and Amundi Institute
Downloads 107 (470,072)

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net zero, clean technologies, critical raw materials, critical minerals, natural language processing, NLP, large language models, LLMs, information virality

9.

About SDGs, reading the manual with NLP

Number of pages: 31 Posted: 04 Jun 2024
Amundi Asset Management, Amundi Institute, Amundi Technology, Amundi Institute, University of Paris-Saclay and Amundi Institute
Downloads 23 (931,546)

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Sustainable Development Goals (SDGs), Natural Language Processing (NLP), Large Language Models (LLM), SDG17, Foreign Direct Investments (FDIs), news analytics, financing developing economies JEL Classification: C8