90 Boulevard Pasteur
Paris, 75015
France
Amundi Institute
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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
Credit, Value, Size, Momentum, Duration, Liquidity, ESG, Machine Learning Models, Tree-Based Regressions, SHAP Values, Feature Importance
macroeconomics, narrative economics, FRED, GDELT project, natural language processing, sentiment, financial markets
biodiversity, ecosystems services, ESG, asset pricing, corporate bonds, corporate sustainability, natural language processing, event studies, food security.
ESG, environmental, social, governance, asset pricing, active management, factor investing, COVID-19, feature extraction, machine learning
Asset liquidity, stress testing, bid-ask spread, market impact, transaction cost, participation rate, power law, liquidation cost, liquidation ratio, liquidation shortfall, time to liquidation
liquidity risk, stress testing, asset-liability management, redemption coverage ratio, reverse stress testing, transaction cost, reproducible research, knowledge transfer
