Marie Briere

Amundi Asset Management

Head of Investment Research Center

90 Boulevard Pasteur

Paris, 75015

France

Paris Dauphine University

associate professor

place du Maréchal de Lattre de Tassigny

Paris, 75016

France

Université Libre de Bruxelles

Brussels

Belgium

SCHOLARLY PAPERS

23

DOWNLOADS
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9,645

CITATIONS
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Top 26,863

in Total Papers Citations

9

Scholarly Papers (23)

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 - Department of Finance & Economics and Amundi Asset Management
Downloads 839 (24,638)
Citation 1

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 - Department of Finance & Economics and Amundi Asset Management

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

2.

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, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 741 (5,066)

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Bitcoin, risk, return, diversification, virtual currency

3.
Downloads 510 ( 48,704)
Citation 3

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 293 (93,480)
Citation 3

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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 177 (154,796)
Citation 3

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Inflation and Individual Equities

NBER Working Paper No. w17798
Number of pages: 30 Posted: 07 Feb 2012
Andrew Ang, Marie Briere and Ombretta Signori
BlackRock, Inc, Amundi Asset Management and AXA Investment Managers
Downloads 40 (397,775)
Citation 3

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4.

Volatility Exposure for Strategic Asset Allocation

Journal of Portfolio Management, Vol. 36, No. 3, pp. 105-116, Spring 2010
Number of pages: 33 Posted: 14 Feb 2011
AXA Investment Managers, Amundi Asset Management and Amundi Asset Management
Downloads 499 (36,560)
Citation 2

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

5.

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, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 484 (36,935)

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Microfinance, Portfolio Management, Equity, Emerging Markets

6.

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, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 419 (17,889)

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

7.

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 - Department of Finance & Economics and Amundi Asset Management
Downloads 236 (72,525)

Abstract:

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

8.

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 221 (100,263)

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

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 French National Center for Scientific Research (CNRS) - Centre d'économie de l'Université de Paris Nord (CEPN)
Downloads 176 (155,473)

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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 French National Center for Scientific Research (CNRS) - Centre d'économie de l'Université de Paris Nord (CEPN)
Downloads 41 (393,859)

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

10.

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 217 (116,820)
Citation 2

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

11.

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, EconomiX-CNRS, University of Paris Ouest, Université Libre de Bruxelles - SBS-EM, CEB and Université Libre de Bruxelles, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 213 (119,856)

Abstract:

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Efficient Portfolio, Mean-Variance Efficiency, Efficiency Test

12.

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 202 (118,859)
Citation 1

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inflation hedge, pension finance, shortfall risk, portfolio optimisation

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 and Tilburg University - Center for Economic Research (CentER)
Downloads 121 (212,699)

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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 and Tilburg University - Center for Economic Research (CentER)
Downloads 67 (312,834)

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Funded pension, risk regulation, regulatory quality

14.

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
Marie Briere, Jonathan Peillex and Loredana Ureche
Amundi Asset Management, University of Picardy Jules Verne - CRIISEA and University of Picardy Jules Verne - CRIISEA
Downloads 180 (102,532)

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

15.

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, French National Center for Scientific Research (CNRS) - Centre d'économie de l'Université de Paris Nord (CEPN) and AXA Investment Managers
Downloads 164 (139,593)

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pension funds, active management, investment policy

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, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 9 (562,688)

Abstract:

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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, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 1 (619,685)

Abstract:

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

17.

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

Number of pages: 35 Posted: 19 Mar 2018
Marie Briere, Sebastien Pouget and Loredana Ureche
Amundi Asset Management, Toulouse School of Economics and University of Picardy Jules Verne - CRIISEA
Downloads 0 (350,256)

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

18.

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, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 0 (26,968)

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

19.

Longevity Risk: To Bear or to Insure?

Number of pages: 39 Posted: 03 Mar 2017 Last Revised: 21 Feb 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 0 (211,835)

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

20.

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, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 0 (64,220)

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Investment, Asset Allocation, Factor, Short Selling

21.

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, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi and EconomiX-CNRS, University of Paris Ouest
Downloads 0 (301,864)

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Foreign exchange reserves; diversification; asset allocation

22.

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

23.

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, Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi

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