8/04/2024 Investment Insights Five questions on the impact of carbon taxes on economies and markets A carbon tax would have a significant impact on growth and inflation, with Emerging Markets particularly affected.
11/03/2024 Sustainable Finance The Economic Cost of the Carbon Tax Explore the impact of carbon taxes on finance with our detailed analysis. Discover the economic implications of environmental policies and their effects...
8/11/2023 Sustainable Finance Net Zero Investment Portfolios - Part 2. The Core-Satellite Approach This paper focuses on the core-satellite approach as a portfolio strategy to address net-zero policies.
4/07/2023 Sustainable Finance From Climate Stress Testing to Climate Value-at-Risk: A Stochastic Approach This paper proposes a comprehensive climate stress testing approach to measure the impact of transition risk on investment portfolios.
12/05/2023 Sustainable Finance Green vs. Social Bond Premium While responsible investors consider that the environmental and social pillars are highly interconnected when implementing ESG and climate strategies,...
23/11/2022 Sustainable Finance Net Zero Investment Portfolios - Part 1. The Comprehensive Integrated Approach The emergence of net zero emissions policies is currently one of the most important topics among asset owners and managers.
6/04/2022 Portfolio Allocation Multi-Period Portfolio Optimization and Application to Portfolio Decarbonization This research project is both an update of the analysis on carbon emissions trajectories proposed by Le Guenedal et al. (2020) and a companion study of...
1/04/2022 Geopolitics When artificial intelligence meets economy: an analysis of the Ukraine war Understanding how artificial intelligence could help analyse the current state of the international situation in order to provide some projections on...
18/03/2022 Investment Insights Shifts & Narratives #15 - The Green risk premium and the performance(s) of ESG investing Understanding the question of the Green risk premium and ESG performance.
15/02/2022 Sustainable Finance Net Zero Carbon Metrics This research project is both an update of the analysis on carbon emissions trajectories proposed by Le Guenedal et al. (2020) and a companion study of...
3/01/2022 Portfolio Allocation Portfolio Construction with Climate Risk Measures Because of the 2015 Paris Agreement, the development of ESG investing and the emergence of net zero emission policies, climate risk is certainly the most...
9/12/2021 Asset Pricing & Behavioural Finance Liquidity Stress Testing in Asset Management - Part 4. A Step-by-step Practical Guide This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions. The first...
23/11/2021 Sustainable Finance ESG and Sovereign Risk - What is Priced in by the Bond Market and Credit Rating Agencies? In this paper, we examine the materiality of ESG on country creditworthiness from a credit risk analysis viewpoint. To address this, we consider a granular...
6/10/2021 Asset Pricing & Behavioural Finance Liquidity Stress Testing in Asset Management - Part 3. Managing the Asset-Liability Liquidity Risk This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions.
18/05/2021 Asset Pricing & Behavioural Finance Liquidity Stress Testing in Asset Management - Part 2. Modeling the Asset Liquidity Risk This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions. The first...