4/10/2024 Portfolio Allocation Risk Factor, Risk Premium and Black-Litterman Model This study introduces an extension of the Black-Litterman model that allows views to be applied to risk factors rather than individual assets.
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.
4/07/2024 Asset Pricing & Behavioural Finance Human-Robot Interactions in Investment Decisions This paper highlights the impact of human-robot interactions on investors' behaviour and risk-adjusted returns.
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.
10/05/2024 Portfolio Allocation Stock-Bond Correlation: Theory & Empirical Results In this study, we provide an overview of stock-bond correlation modeling.
6/05/2024 Sustainable Finance Modeling Direct and Indirect Climate-related Physical Risks This paper addresses the methodological challenges in quantifying physical risks associated with climate change.
30/04/2024 Sustainable Finance Causality Approach Applied to Clean-Tech Equities Explore how the Causality Approach unveils the dynamics of clean-tech equities, highlighting how pure players outshine non-pures in financial performance.