4/07/2023 Sustainable Finance From Climate Stress Testing to Climate Value-at-Risk: A Stoc... This paper proposes a comprehensive climate stress testing approach to measure the impact of transition risk on investment portfolios.
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...
26/01/2021 Sustainable Finance The Market Measure of Carbon Risk and its Impact on the Mini... Like ESG investing, climate change is an important concern for asset managers and owners, and a new challenge for portfolio construction.
26/08/2020 Sustainable Finance Measuring and Managing Carbon Risk in Investment Portfolios This article studies the impact of carbon risk on stock pricing.
13/01/2020 Research ESG Investing in Recent Years: New Insights from Old Challen... This research is an update of the study that we published last year (Bennani et al., 2018) and that explored the impact of ESG investing