16/04/2024 Sustainable Finance Cutting to the chase on ESG This study analyzes performance metrics shows that focusing on non-financial indicators and individual sub-criteria can uncover opportunities that may...
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.
1/06/2023 Sustainable Finance Sustainability signals: an analysis of labelling schemes for... This paper examines the coherence of the signals sent by these sustainable labels versus those from the private sector.
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,...
9/11/2021 Sustainable Finance Green Sentiment, Stock Returns, and Corporate Behavior In this paper, we propose a new method to estimate nonfundamental demand shocks for green financial assets based on the arbitrage activity of exchange-traded...