Publications : Lauren Stagnol
xxxxx : Membre d'EconomiX
xxxxx : Chercheur associé
| Article dans une revue | Stagnol Lauren, (2017), « The Risk Parity Principle Applied to a Corporate Bond Index », Journal of Fixed Income, vol.27, n°1, pp.27-48. |
| Article dans une revue | de Jong Marielle, Stagnol Lauren, (2016), « A fundamental bond index including solvency criteria », Journal of Asset Management, vol.17, n°4, pp.280-294. |
| Documents de travail |
Stagnol Lauren, Taillardat Bruno, (2017), « Analysing the Exposure of Low-volatility Equity Strategies to Interest Rates », Amundi Asset Management Working Paper, n°65, https://poseidon01.ssrn.com/delivery.php?ID=666112089118089013104085090104106066019041046044086035108099077122067097025087103113031012096001011007032119004124089096071121121055070011022074031106113012065084019046039010121027029072115072003066017029113024085007012105028084122002019068011119086105&EXT=pdf. |
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