Understanding the question of the Green risk premium and ESG performance.

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...

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...

This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions. The first...

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...

This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions.

This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions. The first...

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...

Like ESG investing, climate change is an important concern for asset managers and owners, and a new challenge for portfolio construction.

This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions.

This article studies the impact of carbon risk on stock pricing.

In this article, we explore generative models in order to build a market generator. The underlying idea is to simulate artificial multi-dimensional financial...

ESG Investing is evolving extremely rapidly, in Europe and abroad.

Expanding Green Fixed Income Markets: Let’s Do It Now!