11/06/2025 Sustainable Finance Constructing Investment Portfolios with Climate-Relevant Met... The paper highlights the growing need to integrate climate-related signals into investment portfolios as optimization constraints.
7/03/2025 Sustainable Finance Climate-Related Financial Stress-Testing and Scenarios Valua... The article examines climate-related financial stress testing and scenario valuation using the MIT EPPA model to assess the impact of emission mitigation...
12/06/2024 Sustainable Finance About SDGs, reading the manual with NLP This paper aims to examine the SDGs' framework and question its implementation by companies.
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...