6/09/2024 Sustainable Finance An Introduction to Carbon Pricing This study provides an introduction to carbon pricing mechanisms through micro- and macro-based empirical analysis.
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 ... This paper focuses on the core-satellite approach as a portfolio strategy to address net-zero policies.
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 I... 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 Portf... 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...
18/03/2022 Investment Insights Shifts & Narratives #15 - The Green risk premium and the per... 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...
23/11/2021 Sustainable Finance ESG and Sovereign Risk - What is Priced in by the Bond Marke... 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...
26/02/2021 Portfolio Allocation Understanding the Performance of the Equity Value Factor After decades of sound performance, doubts have been cast on the ability of the equity value strategy to keep delivering in the aftermath of the 2008...
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.
15/05/2020 Investment Insights ESG & Factor Investing: a new stage has been reached ESG Investing is evolving extremely rapidly, in Europe and abroad.