Marie Briere

Amundi Asset Management

Head of Investment Research Center

90 Boulevard Pasteur

Paris, 75015

France

Paris Dauphine University

Affiliate Professor

Université Libre de Bruxelles

Brussels

Belgium

SCHOLARLY PAPERS

48

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22,990

SSRN CITATIONS
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SSRN RANKINGS

Top 9,251

in Total Papers Citations

138

CROSSREF CITATIONS

44

Scholarly Papers (48)

1.

Virtual Currency, Tangible Return: Portfolio Diversification with Bitcoin

Journal of Asset Management, 16, 6, 365-373, doi:10.1057/jam.2015.5
Number of pages: 17 Posted: 14 Sep 2013 Last Revised: 23 May 2017
Marie Briere, Kim Oosterlinck and Ariane Szafarz
Amundi Asset Management, Université Libre de Bruxelles - SBS-EM, CEB and Université Libre de Bruxelles (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 3,685 (5,796)
Citation 73

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Bitcoin, risk, return, diversification, virtual currency

2.

Green Sentiment, Stock Returns, and Corporate Behavior

Number of pages: 51 Posted: 24 May 2021 Last Revised: 23 Mar 2023
Marie Briere and Stefano Ramelli
Amundi Asset Management and University of St. Gallen - School of Finance
Downloads 2,055 (14,745)
Citation 12

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Climate finance, corporate behavior, ESG, responsible investments, investor sentiment, non-fundamental demand, stock returns

3.

Factor Investing: Risk Premia vs. Diversification Benefits

Paris December 2016 Finance Meeting EUROFIDAI - AFFI
Number of pages: 43 Posted: 08 Jun 2015 Last Revised: 10 Sep 2017
Marie Briere and Ariane Szafarz
Amundi Asset Management and Université Libre de Bruxelles (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 1,384 (27,026)

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Investment, asset allocation, factor, industry, sector, crisis

Sovereign Wealth and Risk Management: A Framework for Optimal Asset Allocation of Sovereign Wealth

Boston U. School of Management Research Paper No. 2011-8
Number of pages: 33 Posted: 04 Mar 2011 Last Revised: 21 Nov 2013
Zvi Bodie and Marie Briere
Boston University and Amundi Asset Management
Downloads 1,157 (34,599)
Citation 4

Abstract:

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Balance Sheet, Contingent Claim Analysis, Asset-Liability Management, Sovereign Wealth Funds, Central Bank Reserves

Sovereign Wealth and Risk Management: A Framework for Optimal Asset Allocation of Sovereign Wealth

Journal Of Investment Management (JOIM), First Quarter 2014
Posted: 06 Mar 2015
Zvi Bodie and Marie Briere
Boston University and Amundi Asset Management

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Asset-liability management, balance sheet, contingent claim analysis, sovereign wealth funds, central bank reserves

5.

Factors vs. Sectors in Asset Allocation: Stronger Together?

Number of pages: 24 Posted: 10 May 2017 Last Revised: 27 May 2018
Marie Briere and Ariane Szafarz
Amundi Asset Management and Université Libre de Bruxelles (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 1,116 (36,892)

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investment, asset allocation, factor, industry, sector, crisis

6.

Robo-Advising: Less AI and More XAI?

Number of pages: 29 Posted: 13 Apr 2021
Milo Bianchi and Marie Briere
University of Toulouse 1 - Toulouse School of Economics (TSE) and Amundi Asset Management
Downloads 1,113 (37,030)
Citation 6

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Robo-Advising, Trust, Financial Inclusion, Explainable Artificial Intelligence

7.
Downloads 848 (54,263)
Citation 17

Inflation and Individual Equities

Number of pages: 25 Posted: 12 Apr 2011
Andrew Ang, Marie Briere and Ombretta Signori
BlackRock, Inc, Amundi Asset Management and AXA Investment Managers
Downloads 384 (143,911)
Citation 1

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Inflation and Individual Equities

Netspar Discussion Paper No. 04/2011-069
Number of pages: 26 Posted: 30 Aug 2011
Andrew Ang, Marie Briere and Ombretta Signori
BlackRock, Inc, Amundi Asset Management and AXA Investment Managers
Downloads 296 (190,937)
Citation 1

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Inflation and Individual Equities

NBER Working Paper No. w17798
Number of pages: 30 Posted: 07 Feb 2012 Last Revised: 18 Feb 2023
Andrew Ang, Marie Briere and Ombretta Signori
BlackRock, Inc, Amundi Asset Management and AXA Investment Managers
Downloads 168 (328,186)

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8.

Investment in Microfinance Equity: Risk, Return, and Diversification Benefits

Number of pages: 42 Posted: 07 Mar 2011 Last Revised: 06 May 2018
Marie Briere and Ariane Szafarz
Amundi Asset Management and Université Libre de Bruxelles (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 762 (62,669)
Citation 4

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Microfinance, Portfolio Management, Equity, Emerging Markets

9.

Augmenting Investment Decisions with Robo-Advice

Université Paris-Dauphine Research Paper No. 3751620
Number of pages: 47 Posted: 07 Jan 2021 Last Revised: 13 Apr 2022
Milo Bianchi and Marie Briere
University of Toulouse 1 - Toulouse School of Economics (TSE) and Amundi Asset Management
Downloads 639 (78,568)
Citation 4

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Robo-Advising, Human--robot Interaction, Financial Inclusion, Portfolio Dynamics, Long-Term Investment.

10.

Factor Investing: The Rocky Road from Long Only to Long Short

Number of pages: 29 Posted: 02 Feb 2017 Last Revised: 12 Apr 2017
Marie Briere and Ariane Szafarz
Amundi Asset Management and Université Libre de Bruxelles (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 578 (89,108)
Citation 3

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Investment, Asset Allocation, Factor, Short Selling

11.

Do Employees Care about ESG? Evidence from Employee Share Plans

Number of pages: 61 Posted: 25 Jul 2022 Last Revised: 30 Nov 2023
Maxime Bonelli, Marie Briere and François Derrien
London Business School - Department of Finance, Amundi Asset Management and HEC Paris - Finance Department
Downloads 567 (91,450)
Citation 2

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ESG, 401(k), employee ownership, employee satisfaction

12.

Blackrock vs Norway Fund at Shareholder Meetings: Institutional Investors’ Votes on Corporate Externalities

Number of pages: 35 Posted: 19 Mar 2018
Amundi Asset Management, Toulouse School of Economics and Université de Picardie Jules Verne, LEFMI
Downloads 551 (94,879)
Citation 2

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Institutional Investors, Voting, Corporate Externalities, Social Responsibility, Universal Ownership, Delegated Philantropy

13.

Optimal Asset Allocation for Sovereign Wealth Funds: Theory and Practice

Boston U. School of Management Research Paper No. 2013-11
Number of pages: 25 Posted: 25 Oct 2013 Last Revised: 05 Dec 2013
Zvi Bodie and Marie Briere
Boston University and Amundi Asset Management
Downloads 535 (98,240)
Citation 8

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Asset-Liability Management, Balance Sheet, Contingent Claim Analysis, Sovereign Wealth Funds, Central Bank Reserves

14.

Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies

Université Paris-Dauphine Research Paper No. 3380239
Number of pages: 37 Posted: 28 May 2019 Last Revised: 14 Jan 2020
Amundi Asset Management, Capital Fund Management, Université Paris Dauphine - PSL and Euronext Paris
Downloads 517 (102,480)
Citation 6

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Trading Costs, Market Impact, Liquidity, Anomalies-based Investments

15.

Artificial Intelligence for Sustainable Finance: Why it May Help

Number of pages: 14 Posted: 20 Oct 2022
Marie Briere, Matthieu Keip and Tegwen Le Berthe
Amundi Asset Management, Amundi Technology and Amundi Asset Management
Downloads 506 (105,414)

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Artificial Intelligence, Machine Learning, sustainable finance, ESG

16.

Modelling Transaction Costs When Trades May Be Crowded: A Bayesian Network Using Partially Observable Orders Imbalance

Université Paris-Dauphine Research Paper No. 3420665
Number of pages: 36 Posted: 17 Jul 2019 Last Revised: 22 Feb 2022
Amundi Asset Management, Capital Fund Management, Université Paris Dauphine - PSL and Euronext Paris
Downloads 476 (113,128)
Citation 3

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Trading Costs, Liquidity, Crowding, Bayesian Networks

17.

Do Social Responsibility Screens Really Matter When Assessing Mutual Fund Performance?

Financial Analysts Journal, Forthcoming
Number of pages: 34 Posted: 22 Jan 2014 Last Revised: 03 Jan 2017
Amundi Asset Management, University of Picardy Jules Verne - CRIISEA and Université de Picardie Jules Verne, LEFMI
Downloads 413 (133,646)
Citation 2

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Active Management, Asset Allocation, Mutual Funds, Performance Attribution, Socially Responsible Investment

18.

Volatility Strategies for Global and Country Specific European Investors

Number of pages: 25 Posted: 19 Oct 2011 Last Revised: 27 Oct 2011
Amundi Asset Management, Ensae-Crest, Amundi Asset Management and AXA Investment Managers
Downloads 406 (136,214)
Citation 1

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Investment strategy, Portfolio choice, Conditional Value-at-Risk, Implied volatility, Hedging

19.

Deep Learning in Finance: From Implementation to Regulation

Number of pages: 7 Posted: 20 Apr 2022
Institut Louis Bachelier, Amundi Asset Management, French Banking Supervisory Authority, EDF Energy and University of Edinburgh - School of Mathematics
Downloads 372 (150,371)

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AI, deep learning, regulation, explainability

20.
Downloads 361 (155,441)
Citation 10

Regulation and Pension Fund Risk-Taking

Number of pages: 52 Posted: 05 Aug 2014 Last Revised: 24 Jan 2017
Ling-Ni Boon, Marie Briere and Sandra Rigot
Tilburg University, Amundi Asset Management and University of Angers - Centre d'économie de l'Université de Paris Nord (CEPN)
Downloads 247 (229,489)
Citation 8

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Solvency, Pension funds, Defined benefit, Liability discount rate, Valuation requirements, Financial stability, Regulation

Does Regulation Matter? Riskiness and Procyclicality in Pension Asset Allocation

Netspar Discussion Paper No. 12/2014-054
Number of pages: 48 Posted: 26 Dec 2014
Ling-Ni Boon, Marie Briere and Sandra Rigot
Tilburg University, Amundi Asset Management and University of Angers - Centre d'économie de l'Université de Paris Nord (CEPN)
Downloads 114 (448,509)
Citation 4

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Solvency, pension funds, defined benefit, liability discount rate, valuation requirements, financial stability, regulation

21.

Retail Investors’ Behavior in the Digital Age: How Digitalization is Impacting Investment Decisions

Number of pages: 12 Posted: 17 Jul 2023
Marie Briere
Amundi Asset Management
Downloads 354 (159,293)

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household finance, digitalization, robo advice, trading platforms

22.

Cascading Effects of Carbon Price Through the Value Chain: Impact on Firm's Valuation

Number of pages: 44 Posted: 02 Apr 2022
Ecole Polytechnique, Amundi Asset Management, Ecole Polytechnique, Amundi Asset Management, Amundi Asset Management and Amundi Technology
Downloads 341 (165,356)

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Transition risk, Carbon price, Risk diffusion, World input-output table, Cascading effect, Leontief price model

23.

Rehabilitating the Role of Active Management for Pension Funds

Number of pages: 25 Posted: 09 Jun 2012 Last Revised: 27 Jun 2012
affiliation not provided to SSRN, Amundi Asset Management, University of Angers - Centre d'économie de l'Université de Paris Nord (CEPN) and AXA Investment Managers
Downloads 321 (176,380)
Citation 2

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pension funds, active management, investment policy

24.

Yield Curve Reaction to Macroeconomic News in Europe: Disentangling the US Influence

Number of pages: 18 Posted: 07 Dec 2007
Marie Briere and Florian Ielpo
Amundi Asset Management and Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES)
Downloads 307 (184,766)
Citation 2

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Announcements, News, Swap Rates, Yield Curve, Interest Rates, Euro Area

25.

Hedging Inflation Risk in a Developing Economy

Number of pages: 28 Posted: 12 Apr 2011
Marie Briere and Ombretta Signori
Amundi Asset Management and AXA Investment Managers
Downloads 303 (187,359)
Citation 1

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inflation hedge, pension finance, shortfall risk, portfolio optimisation

26.

Assessing Portfolio Efficiency Tests: Theory, Simulations, and Applications

Number of pages: 29 Posted: 08 Mar 2011 Last Revised: 14 Mar 2011
Amundi Asset Management, Université Libre de Bruxelles (ULB) - Solvay Brussels School of Economics and Management, Centre d'Etudes Prospectives et d'Info. Internationales (CEPII)EconomiX-CNRS, University of Paris Ouest, Université Libre de Bruxelles - SBS-EM, CEB and Université Libre de Bruxelles (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 285 (199,792)

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Efficient Portfolio, Mean-Variance Efficiency, Efficiency Test

27.

Responsible Investing and Stock Allocation

Number of pages: 28 Posted: 26 May 2021
Marie Briere and Stefano Ramelli
Amundi Asset Management and University of St. Gallen - School of Finance
Downloads 284 (200,495)
Citation 3

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Behavioral finance, household finance, investor preferences, socially responsible investments, sustainable finance

Pension Regulation and Investment Performance: Rule-Based vs. Risk-Based

Number of pages: 12 Posted: 26 Feb 2014
Tilburg University, Amundi Asset Management, Université Paris Dauphine-PSL and Tilburg University - Center for Economic Research (CentER)
Downloads 171 (323,156)

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funded pension, risk regulation, regulatory quality

Pension Regulation and Investment Performance: Rule-Based vs. Risk-Based

Netspar Discussion Paper No. 02/2014-005
Number of pages: 13 Posted: 26 Mar 2014
Tilburg University, Amundi Asset Management, Université Paris Dauphine-PSL and Tilburg University - Center for Economic Research (CentER)
Downloads 112 (454,583)

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Funded pension, risk regulation, regulatory quality

29.

When it Rains, it Pours: Multifactor Asset Management in Good and Bad Times

Journal of Financial Research, Forthcoming
Number of pages: 47 Posted: 26 Feb 2021
Marie Briere and Ariane Szafarz
Amundi Asset Management and Université Libre de Bruxelles (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 278 (204,839)
Citation 1

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Portfolio management, asset allocation, factor, industry, sector, crisis

30.

Behavioral Biases Among Retail and Institutional Investors

Number of pages: 21 Posted: 14 Jun 2023
Amundi Asset Management, Amundi Asset Management, Amundi Asset Management, Amundi Asset Management and Amundi Asset Management
Downloads 277 (205,610)

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Investment Decisions, Portfolio Choice, Behavioral Finance, Prospect Theory, Investor Rationality, Investor Overconfidence

31.

Systematic Longevity Risk: To Bear or to Insure?

Number of pages: 48 Posted: 03 Mar 2017 Last Revised: 29 Jul 2018
Ling-Ni Boon, Marie Briere and Bas J. M. Werker
Tilburg University, Amundi Asset Management and Tilburg University - Center for Economic Research (CentER)
Downloads 259 (219,917)
Citation 6

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longevity risk, group self-annuitization (GSA), insurance, variable annuity

32.

What do we Learn from a Machine Understanding News Content? Stock Market Reaction to News

Number of pages: 77 Posted: 31 Oct 2022
Amundi Asset Management, Amundi Asset Management, Causality Link and Toulouse School of Economics
Downloads 228 (249,133)

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Natural Language Processing, Textual Analysis, Efficient Market Hypothesis, ESG

33.

Do the Big Three Vote to Curb Climate Change?

Number of pages: 39 Posted: 24 Oct 2022
Amundi Asset Management, Toulouse School of Economics, CEPRUniversity of Oxford - Finance and Université de Picardie Jules Verne, LEFMI
Downloads 223 (254,402)

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climate change, shareholder voting, universal investors, delegated philantropy

34.

Do Universal Owners Vote to Curb Negative Corporate Externalities? An Empirical Analysis of Shareholder Meetings

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 33 Posted: 20 Jun 2019 Last Revised: 01 Oct 2019
Amundi Asset Management, Toulouse School of Economics and Université de Picardie Jules Verne, LEFMI
Downloads 217 (260,971)

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Mutual Funds, Voting, Externalities, Social Responsibility, Universal Ownership

35.

Liquidity Provision and Market-Making in Different Uncertainty Regimes: Evidence from the COVID-19 Market Crash

Number of pages: 40 Posted: 30 Mar 2021
Euronext Paris, Amundi Asset Management and Capital Fund Management
Downloads 216 (262,146)

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Price Formation Process, Liquidity, COVID-19 Pandemic

Good Diversification is Never Wasted: How to Tilt Factor Portfolios with Sectors

Number of pages: 13 Posted: 20 May 2019
Marie Briere and Ariane Szafarz
Amundi Asset Management and Université Libre de Bruxelles (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 184 (302,579)

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factors, sectors, portfolio diversification

Good Diversification is Never Wasted: How to Tilt Factor Portfolios with Sectors

Finance Research Letters, Vol. 33, No. 101197, 2020
Posted: 09 Mar 2021
Marie Briere and Ariane Szafarz
Amundi Asset Management and Université Libre de Bruxelles (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi

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Por[comma separated]tfolio management, asset allocation, factor, industry, sector, crisis

37.
Downloads 122 (424,183)

Did Globalization Kill Contagion?

Number of pages: 62 Posted: 10 Mar 2020 Last Revised: 30 Apr 2020
London School of Economics & Political Science (LSE), Amundi Asset Management, affiliation not provided to SSRN, Université Libre de Bruxelles - SBS-EM, CEB and Université Libre de Bruxelles (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 120 (431,280)

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contagion, globalization, financial crises

Did Globalization Kill Contagion?

CEPR Discussion Paper No. DP14395
Number of pages: 60 Posted: 11 Feb 2020
London School of Economics & Political Science (LSE), Amundi Asset Management, Catholic University of Lille - IÉSEG School of Management, Lille Campus, Université Libre de Bruxelles - SBS-EM, CEB and Université Libre de Bruxelles (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 2 (1,172,092)
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contagion, economic integration, Financial history, Globalization, market interdependence, Stock market

38.

Towards Greater Diversification in Central Bank Reserves

Number of pages: 23 Posted: 06 Nov 2015 Last Revised: 10 Dec 2015
Amundi Asset Management, Université Libre de Bruxelles - SBS-EM, CEB, Université Libre de Bruxelles (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi and Centre d'Etudes Prospectives et d'Info. Internationales (CEPII)EconomiX-CNRS, University of Paris Ouest
Downloads 120 (429,503)

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Foreign exchange reserves; diversification; asset allocation

39.

Delegated Philanthropy in Mutual Fund Votes on Climate Change Externalities

ISTE SCIENCE PUBLISHING LTD, May 2022
Number of pages: 27 Posted: 22 Jun 2022
Amundi Asset Management, Toulouse School of Economics, CEPRUniversity of Oxford - Finance and Université de Picardie Jules Verne, LEFMI
Downloads 115 (443,392)

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Climate change externalities, Delegated philantropy, Mutual Fund Families, Voting

Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market

World Development, Volume 67, Pages 110–125, March 2015
Number of pages: 48 Posted: 19 May 2017
Marie Briere and Ariane Szafarz
Amundi Asset Management and Université Libre de Bruxelles (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 39 (811,078)

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Microfinance, South Africa, Kenya, Indonesia, Bangladesh, Mexico

Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market

World Development, Vol. 67, 2015, pp. 110-125
Number of pages: 48 Posted: 21 May 2018
Marie Briere and Ariane Szafarz
Amundi Asset Management and Université Libre de Bruxelles (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 34 (852,192)
Citation 4

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Microfinance, South Africa, Kenya, Indonesia, Bangladesh, Mexico

41.

Stock Market Reaction to News: Do Tense and Horizon Matter?

Number of pages: 16 Posted: 14 Aug 2023
Amundi Asset Management, Amundi Asset Management, Causality Link and University of Toulouse Capitole - Toulouse School of Economics
Downloads 63 (641,760)

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Natural Language Processing, Textual Analysis, Efficient Market Hypothesis

42.

Expert Aggregation for Financial Forecasting

Number of pages: 59 Posted: 13 Apr 2022
EDF Energy, Électricité de France (EDF), Amundi Asset Management and EDF Energy
Downloads 43 (761,425)

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expert aggregation, financial forecasting, machine learning

43.

Human-Robot Interactions in Investment Decisions

Management Science (forthcoming)
Number of pages: 43 Posted: 22 May 2024
Milo Bianchi and Marie Briere
University of Toulouse 1 - Toulouse School of Economics (TSE) and Amundi Asset Management
Downloads 25 (916,812)

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Robo-Advising, Human-robot Interaction, Portfolio Dynamics

44.

(Why) Do(N’T) Universal Investors Vote to Curb Climate Change?

Number of pages: 45 Posted: 23 Mar 2024
Amundi Asset Management, Toulouse School of Economics, University of Oxford and Université de Picardie Jules Verne, LEFMI
Downloads 19 (966,408)

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Climate Change, shareholder voting, universal investors

45.

Choice Overload? Participation and Asset Allocation in French Employer-Sponsored Saving Plans

NBER Working Paper No. w29601
Number of pages: 36 Posted: 27 Dec 2021 Last Revised: 20 May 2023
Marie Briere, James M. Poterba and Ariane Szafarz
Amundi Asset Management, National Bureau of Economic Research (NBER) and Université Libre de Bruxelles (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 9 (1,067,639)

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46.

Volatility Exposure for Strategic Asset Allocation

Journal of Portfolio Management, Vol. 36, No. 3, pp. 105-116, Spring 2010, https://doi.org/10.3905/jpm.2010.36.3.105
Posted: 21 May 2019
AXA Investment Managers, Amundi Asset Management and Amundi Asset Management

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variance swap, volatility risk premium, higher moments, portfolio choice, Value at Risk

47.

Inflation-Hedging Portfolios: Economic Regimes Matter

Journal of Portfolio Management, 38(4), 2012, p. 43-58.
Posted: 19 Oct 2011 Last Revised: 02 Sep 2014
Ombretta Signori and Marie Briere
AXA Investment Managers and Amundi Asset Management

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inflation hedge, pension finance, shortfall risk, portfolio optimisation

48.

Crisis-Robust Bond Portfolios

Journal of Fixed Income, pp. 57-70, Fall 2008
Posted: 14 Mar 2011
Marie Briere and Ariane Szafarz
Amundi Asset Management and Université Libre de Bruxelles (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi

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financial crisis, portfolio management, bonds, fly-to-quality