19/01/2026 Portfolio Strategy Strategic Integration of Private Assets into Multi-Asset Allocations This study presents a practical framework for sizing private asset allocations and planning capital commitments from the perspective of a Multi-Asset...
25/02/2022 Sustainable Finance Cascading Effects of Carbon Price through the Value Chain: I... To avoid the worst climate change scenario, Greenhouse Gas (GHG) emissions should be reduced drastically during the next decades.
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...
11/02/2022 Sustainable Finance Equity Convexity and Unconventional Monetary Policy In this paper, we intend to gain an understanding of the drivers of stock convexity, also known as gamma.
27/01/2022 Asset Pricing & Behavioural Finance Choice Overload participation and asset Allocation in French... This paper employs administrative data from one of the largest plan providers in France to investigate the role of plan and default characteristics in...
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...
9/12/2021 Asset Pricing & Behavioural Finance Liquidity Stress Testing in Asset Management - Part 4. A Ste... This article is part of a comprehensive research project on liquidity risk in asset management, which can be divided into three dimensions. The first...