Marie Briere

Amundi Asset Management

Head of Investment Research Center

90 Boulevard Pasteur

Paris, 75015

France

Paris Dauphine University

Affiliate Professor

Université Libre de Bruxelles

Brussels

Belgium

SCHOLARLY PAPERS

34

DOWNLOADS
Rank 3,805

SSRN RANKINGS

Top 3,805

in Total Papers Downloads

13,308

SSRN CITATIONS
Rank 13,746

SSRN RANKINGS

Top 13,746

in Total Papers Citations

46

CROSSREF CITATIONS

40

Scholarly Papers (34)

1.

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 (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 2,949 (5,349)
Citation 39

Abstract:

Loading...

Bitcoin, risk, return, diversification, virtual currency

2.

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 (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 1,232 (21,296)

Abstract:

Loading...

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

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 988 (28,959)
Citation 4

Abstract:

Loading...

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

Abstract:

Loading...

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

4.

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 (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 968 (30,284)

Abstract:

Loading...

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

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 (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 692 (47,995)
Citation 4

Abstract:

Loading...

Microfinance, Portfolio Management, Equity, Emerging Markets

6.
Downloads 571 ( 61,433)
Citation 8

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 312 (123,878)
Citation 1

Abstract:

Loading...

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 207 (187,275)
Citation 1

Abstract:

Loading...

Inflation and Individual Equities

Number of pages: 30 Posted: 07 Feb 2012 Last Revised: 20 Aug 2021
Andrew Ang, Marie Briere and Ombretta Signori
BlackRock, Inc, Amundi Asset Management and AXA Investment Managers
Downloads 52 (484,976)

Abstract:

Loading...

7.

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 (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 523 (68,643)
Citation 2

Abstract:

Loading...

Investment, Asset Allocation, Factor, Short Selling

8.

Green Sentiment, Stock Returns, and Corporate Behavior

Number of pages: 51 Posted: 24 May 2021 Last Revised: 20 Sep 2021
Marie Briere and Stefano Ramelli
Amundi Asset Management and University of Zurich - Department of Banking and Finance
Downloads 473 (78,791)

Abstract:

Loading...

Climate finance, corporate behavior, ESG, responsible investments, investor sentiment, non-fundamental demand, stock returns

9.

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 424 (88,390)
Citation 6

Abstract:

Loading...

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

10.

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 353 (108,878)
Citation 2

Abstract:

Loading...

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

11.

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 314 (123,756)
Citation 1

Abstract:

Loading...

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

12.

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 313 (124,177)
Citation 2

Abstract:

Loading...

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

13.

Stock Market Liquidity and the Trading Costs of Asset Pricing Anomalies

Université Paris-Dauphine Research Paper No. 3380239
Number of pages: 37 Posted: 28 May 2019 Last Revised: 14 Jan 2020
Amundi Asset Management, Capital Fund Management, Université Paris Dauphine - PSL and Euronext Paris
Downloads 302 (129,047)
Citation 6

Abstract:

Loading...

Trading Costs, Market Impact, Liquidity, Anomalies-based Investments

14.

Robo-Advising: Less AI and More XAI?

Number of pages: 29 Posted: 13 Apr 2021
Milo Bianchi and Marie Briere
University of Toulouse 1 - Toulouse School of Economics (TSE) and Amundi Asset Management
Downloads 301 (129,976)

Abstract:

Loading...

Robo-Advising, Trust, Financial Inclusion, Explainable Artificial Intelligence

15.
Downloads 283 (138,083)
Citation 2

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 University of Angers - Centre d'économie de l'Université de Paris Nord (CEPN)
Downloads 220 (176,771)
Citation 2

Abstract:

Loading...

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 University of Angers - Centre d'économie de l'Université de Paris Nord (CEPN)
Downloads 63 (441,985)
Citation 1

Abstract:

Loading...

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

16.

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 265 (147,755)
Citation 2

Abstract:

Loading...

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

17.

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 259 (151,231)
Citation 1

Abstract:

Loading...

inflation hedge, pension finance, shortfall risk, portfolio optimisation

18.

Modelling Transaction Costs When Trades May Be Crowded: A Bayesian Network Using Partially Observable Orders Imbalance

Number of pages: 36 Posted: 17 Jul 2019 Last Revised: 14 Oct 2019
Amundi Asset Management, Capital Fund Management, Université Paris Dauphine - PSL and Euronext Paris
Downloads 258 (151,813)
Citation 1

Abstract:

Loading...

Trading Costs, Liquidity, Crowding, Bayesian Networks

19.

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, University of Angers - Centre d'économie de l'Université de Paris Nord (CEPN) and AXA Investment Managers
Downloads 247 (158,529)
Citation 1

Abstract:

Loading...

pension funds, active management, investment policy

20.

Augmenting Investment Decisions with Robo-Advice

Université Paris-Dauphine Research Paper No. 3751620
Number of pages: 45 Posted: 07 Jan 2021 Last Revised: 10 Sep 2021
Milo Bianchi and Marie Briere
University of Toulouse 1 - Toulouse School of Economics (TSE) and Amundi Asset Management
Downloads 246 (160,396)
Citation 1

Abstract:

Loading...

Robo-Advising, Human--robot Interaction, Financial Inclusion, Portfolio Dynamics, Long-Term Investment.

21.

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, Centre d'Etudes Prospectives et d'Info. Internationales (CEPII)EconomiX-CNRS, University of Paris Ouest, Université Libre de Bruxelles - SBS-EM, CEB and Université Libre de Bruxelles (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 244 (160,396)

Abstract:

Loading...

Efficient Portfolio, Mean-Variance Efficiency, Efficiency Test

22.

Systematic Longevity Risk: To Bear or to Insure?

Number of pages: 48 Posted: 03 Mar 2017 Last Revised: 29 Jul 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 228 (171,208)
Citation 4

Abstract:

Loading...

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

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-PSL and Tilburg University - Center for Economic Research (CentER)
Downloads 137 (267,490)

Abstract:

Loading...

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-PSL and Tilburg University - Center for Economic Research (CentER)
Downloads 80 (386,868)

Abstract:

Loading...

Funded pension, risk regulation, regulatory quality

24.

When it Rains, it Pours: Multifactor Asset Management in Good and Bad Times

Journal of Financial Research, Forthcoming
Number of pages: 47 Posted: 26 Feb 2021
Marie Briere and Ariane Szafarz
Amundi Asset Management and Université Libre de Bruxelles (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 137 (266,567)

Abstract:

Loading...

Portfolio management, asset allocation, factor, industry, sector, crisis

Good Diversification is Never Wasted: How to Tilt Factor Portfolios with Sectors

Number of pages: 13 Posted: 20 May 2019
Marie Briere and Ariane Szafarz
Amundi Asset Management and Université Libre de Bruxelles (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 97 (342,739)

Abstract:

Loading...

factors, sectors, portfolio diversification

Good Diversification is Never Wasted: How to Tilt Factor Portfolios with Sectors

Finance Research Letters, Vol. 33, No. 101197, 2020
Posted: 09 Mar 2021
Marie Briere and Ariane Szafarz
Amundi Asset Management and Université Libre de Bruxelles (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi

Abstract:

Loading...

Por[comma separated]tfolio management, asset allocation, factor, industry, sector, crisis

26.

Do Universal Owners Vote to Curb Negative Corporate Externalities? An Empirical Analysis of Shareholder Meetings

Proceedings of Paris December 2019 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 33 Posted: 20 Jun 2019 Last Revised: 01 Oct 2019
Marie Briere, Sebastien Pouget and Loredana Ureche
Amundi Asset Management, Toulouse School of Economics and University of Picardy Jules Verne - CRIISEA
Downloads 96 (342,403)

Abstract:

Loading...

Mutual Funds, Voting, Externalities, Social Responsibility, Universal Ownership

27.

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 (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi and Centre d'Etudes Prospectives et d'Info. Internationales (CEPII)EconomiX-CNRS, University of Paris Ouest
Downloads 87 (364,232)

Abstract:

Loading...

Foreign exchange reserves; diversification; asset allocation

28.

Responsible Investing and Stock Allocation

Number of pages: 28 Posted: 26 May 2021
Marie Briere and Stefano Ramelli
Amundi Asset Management and University of Zurich - Department of Banking and Finance
Downloads 85 (369,533)
Citation 1

Abstract:

Loading...

Behavioral finance, household finance, investor preferences, socially responsible investments, sustainable finance

29.

Liquidity Provision and Market-Making in Different Uncertainty Regimes: Evidence from the COVID-19 Market Crash

Number of pages: 40 Posted: 30 Mar 2021
Euronext Paris, Amundi Asset Management and Capital Fund Management
Downloads 75 (397,341)

Abstract:

Loading...

Price Formation Process, Liquidity, COVID-19 Pandemic

30.
Downloads 57 (457,808)

Did Globalization Kill Contagion?

Number of pages: 62 Posted: 10 Mar 2020 Last Revised: 30 Apr 2020
London School of Economics & Political Science (LSE), Amundi Asset Management, affiliation not provided to SSRN, Université Libre de Bruxelles - SBS-EM, CEB and Université Libre de Bruxelles (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 55 (472,629)

Abstract:

Loading...

contagion, globalization, financial crises

Did Globalization Kill Contagion?

Number of pages: 60 Posted: 11 Feb 2020
London School of Economics & Political Science (LSE), Amundi Asset Management, Catholic University of Lille - IÉSEG School of Management, Lille Campus, Université Libre de Bruxelles - SBS-EM, CEB and Université Libre de Bruxelles (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 2 (824,527)
  • Add to Cart

Abstract:

Loading...

contagion, economic integration, Financial history, Globalization, market interdependence, Stock market

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 (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 18 (686,720)

Abstract:

Loading...

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 (ULB), Solvay Brussels School of Economics and Management, Centre Emile Bernheim (CEB) & CERMi
Downloads 6 (788,113)
Citation 2

Abstract:

Loading...

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

32.

Volatility Exposure for Strategic Asset Allocation

Journal of Portfolio Management, Vol. 36, No. 3, pp. 105-116, Spring 2010, https://doi.org/10.3905/jpm.2010.36.3.105
Posted: 21 May 2019
AXA Investment Managers, Amundi Asset Management and Amundi Asset Management

Abstract:

Loading...

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

33.

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

Abstract:

Loading...

inflation hedge, pension finance, shortfall risk, portfolio optimisation

34.

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

Abstract:

Loading...

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