16/11/2023 Sustainable Finance Climate-Related Stress-Testing and Net-Zero Valuation This paper proposes a methodology for quantifying the climate-related transition impacts on energy-intensive companies.
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...