Over ten trillion dollars are allocated to private market funds that require outside investors to commit to transferring capital on demand; most of these funds are Private Equity (PE).

The cross-section of options holds great promise for identifying return distributions and risk premia, but estimating dynamic option valuation models with latent state variables is challenging when using large option panels. We propose a particle MCMC framework with a novel filtering approach and illustrate our method by estimating workhorse index option pricing models.

Time to refocus on bonds - Rethinking portfolios after the great repricing

This paper proposes a weighted group neural network model and reexamines whether treasury bond returns are predictable when real-time, instead of fully-revised, macro information is used.

We ask how the ESG performance of firms affects the asset allocation of a large sample of French employees between their employer’s stock and alternative investments in firm sponsored savings plans.

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Understanding how to articulate asset allocation across different time horizons.

Economic cycles have been a crucial driver for financial markets, making regime-based dynamic asset allocation (DAA) a common practice in supporting optimal portfolio construction. Discover how Amundi Institute leverages artificial intelligence for its investment approach.

Central banks will be aggressive in the short term as they try to re-establish credibility, with the European Central Bank a case in point.

Check the quartely update of the Amundi's medium to long-term expected returns on various asset classes.