14/11/2024 Portfolio Allocation Return Predictability, Expectations, and Investments: Experimental Evidence This paper proposes an experiment to understand why investors tend to adjust their portfolios insufficiently in response to changes in their own forecasts...
8/11/2023 Sustainable Finance Net Zero Investment Portfolios - Part 2. The Core-Satellite ... This paper focuses on the core-satellite approach as a portfolio strategy to address net-zero policies.
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.
31/05/2023 Asset Pricing & Behavioural Finance Institutional Ownership and the Resolution of Financial Dist... We analyze the distressed firm’s decision between Chapter 11 and an exchange offer.
26/05/2023 Asset Pricing & Behavioural Finance Behavioural Biases Among Retail and Institutional Investors Decision-makers are often subject to various behavioural biases.
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,...