Lauren Stagnol

Amundi Asset Management

90 Boulevard Pasteur

Paris, 75015

France

SCHOLARLY PAPERS

6

DOWNLOADS

784

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

The Risk Parity Principle Applied on a Corporate Bond Index Using Duration Times Spread

Number of pages: 31 Posted: 10 Sep 2016
Lauren Stagnol
Amundi Asset Management
Downloads 206 (177,607)

Abstract:

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Equal Risk Contribution, Risk Parity, Smart Beta, Risk Measure, Risk-Based Indexing

2.

Corporate ESG News and The Stock Market

Number of pages: 46 Posted: 29 Dec 2020
Ecole Centrale Marseille, CREST - ENSAE, Amundi Asset Management, Amundi Asset Management, Amundi Asset Management and Amundi Asset Management
Downloads 180 (200,600)
Citation 1

Abstract:

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ESG, ESG sentiment, ESG materiality, SASB, SDG, multi-factor models, NLP

3.

Introducing Global Term Structure in a Risk Parity Framework

Number of pages: 27 Posted: 21 Apr 2017
Lauren Stagnol
Amundi Asset Management
Downloads 138 (250,447)

Abstract:

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Equal Risk Contribution, Yield Curve, Risk Parity, Smart Beta, Risk Measure, Risk-Based Indexing, Sovereign Bonds, Term Structure

4.

Analysing the Exposure of Low-Volatility Equity Strategies to Interest Rates

Number of pages: 26 Posted: 23 Jan 2018 Last Revised: 12 Feb 2018
Lauren Stagnol and Bruno Taillardat
Amundi Asset Management and Amundi Asset Management
Downloads 113 (290,319)
Citation 1

Abstract:

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Factor investing, low-volatility anomaly, interest rates, yield curve, monetary regimes

5.

Understanding the Performance of the Equity Value Factor

Number of pages: 29 Posted: 06 Apr 2021
Amundi Asset Management, Banque CPR, Amundi Asset Management and Amundi Asset Management
Downloads 103 (309,561)

Abstract:

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Value, risk factor, risk premium, factor investing, valuation, deep value, inflation, interest rates, ESG, carbon risk

6.

Designing a Corporate Bond Index on Solvency Criteria

Number of pages: 48 Posted: 20 Jan 2016
Lauren Stagnol
Amundi Asset Management
Downloads 44 (484,573)

Abstract:

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fundamental indexing, alternative corporate bond index, solvency criteria, market efficiency