Research
All research papers related to asset management
Quant Note
Opinion,
March 2011
To predict or to adapt?
According to Fabrice Foy, Quantitative Analyst at CCR-AM, we should do the exact opposite of the classical theory: the stock price does not reflect fundamentals, and if it deviates from its fundamental value, it does not necessarily tend to revert (...)
Interview ,
March 2010
Gideon Ozik «funds with extensive media-coverage tend to underperform»
According to a recent research paper released by Gideon Ozik & Ronnie Sadka, US Hedge funds tend to underperform following extensive media coverage
Opinion,
February 2010
The «French Quants» must relearn to code!
In France, many financial engineers feel some aversion for IT. Some, fascinated by models, don’t consider for a second writing thousands of lines of code…
Note,
November 2009
Risk evaluation and multifractal Var
The use of «multifractal processes» for risk calculation in finance allows us to use the concept of «scale invariance» and its implications developed in fluid mechanics…
Reading,
November 2007
A fractal view of the markets, Benoit Mandelbrot
In an uncompromising book, Benoit Mandelbrot, French graduate from Ecole Polytechnique, denounces the inconsistency of the orthodox theory of finance and presents his fractal vision of the markets
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Study
Note,
May 2021
New research reveals institutional investors and wealth managers plan to switch to metal investment funds with stronger ESG credentials
New research with institutional investors and wealth managers reveals the growing demand for metal investment funds with a strong ESG focus, ensuring the metals are sustainably and ethically sourced.
Note,
April 2021
Issuance in Emerging Market Green Bonds to Reach $100 Billion by 2023, Amundi and IFC Find
Despite the impact of COVID-19, emerging market green bond issuance totalled $40 billion in 2020. Underpinned by supportive market fundamentals, emerging market green bond issuance is expected to reach $100 billion by 2023. Since 2012, 43 emerging markets have issued green (...)
Note,
January 2021
Water risk: what COVID-19 has taught us about ignoring systemic risks and what to do about it
For the past decade, WWF has been asking, “why are water crises continually ignored despite featuring on the WEF risk list year after year?” We know water crises are happening, we know the impact is substantial, and we know the risks are worsening, yet nobody is (...)
Strategy,
July 2020
Machine Learning : Choosing the best regime for you!
Machine learning and big data techniques have been developed making it possible to apply sophisticated mathematical models (hidden Markov switching models, which we will examine later) to financial data series in order to identify market regimes. All this has created scope (...)
News,
May 2020
Emerging market green bond issuance hits $52 billion in 2019 and can help weather shocks, Amundi and the IFC reveal in new report
Need for green investments is crucial: current pandemic shows responsible investors in emerging markets can collaborate with issuers through green bonds to unlock long-term capital and help issuers become more resilient for shocks to (...)
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