ESG investing in recent years: New insights from old challenges A Drei, T Le Guenedal, F Lepetit, V Mortier, T Roncalli, T Sekine Available at SSRN 3683469, 2019 | 69 | 2019 |
How ESG investing has impacted the asset pricing in the equity market L Bennani, T Le Guenedal, F Lepetit, L Ly, V Mortier, T Roncalli, T Sekine Available at SSRN 3316862, 2018 | 63 | 2018 |
Credit risk sensitivity to carbon price V Bouchet, T Le Guenedal Available at SSRN 3574486, 2020 | 41 | 2020 |
The market measure of carbon risk and its impact on the minimum variance portfolio T Roncalli, TL Guenedal, F Lepetit, T Roncalli, T Sekine arXiv preprint arXiv:2101.10635, 2021 | 25 | 2021 |
Measuring and managing carbon risk in investment portfolios T Roncalli, TL Guenedal, F Lepetit, T Roncalli, T Sekine arXiv preprint arXiv:2008.13198, 2020 | 22 | 2020 |
Corporate ESG news and the stock market W Taleb, T Le Guenedal, F Lepetit, V Mortier, T Sekine, L Stagnol Available at SSRN 3723799, 2020 | 20 | 2020 |
Portfolio construction with climate risk measures T Le Guenedal, T Roncalli Available at SSRN 3999971, 2022 | 19 | 2022 |
ESG investing in corporate bonds: Mind the gap M Ben Slimane, T Le Guenedal, T Roncalli, T Sekine Théo and Roncalli, Thierry and Sekine, Takaya, ESG Investing in Corporate …, 2019 | 17 | 2019 |
Cascading effects of carbon price through the value chain: Impact on firm's valuation T Adenot, M Briere, P Counathe, M Jouanneau, T Le Berthe, ... Available at SSRN 4043923, 2022 | 15 | 2022 |
The alpha and beta of ESG investing L Bennani, T Le Guenedal, F Lepetit, L Ly, V Mortier, T Sekine URL: http://research-center. amundi. com. Amundi working paper 76, 2018 | 15 | 2018 |
Net zero carbon metrics T Le Guenedal, F Lombard, T Roncalli, T Sekine Available at SSRN 4033686, 2022 | 14 | 2022 |
Trajectory monitoring in portfolio management and issuer intentionality scoring T Le Guenedal, J Girault, M Jouanneau, F Lepetit, T Sekine Available at SSRN 3630302, 2020 | 12 | 2020 |
Economic modeling of climate risks T Le Guenedal Available at SSRN 3693661, 2019 | 12 | 2019 |
Corporate debt value under transition scenario uncertainty T Le Guenedal, P Tankov Mathematical Finance, 2022 | 10 | 2022 |
The Recent Performance of ESG Investing, the Covid-19 Catalyst and the Biden Effect F Lepetit, T Le Guenedal, M Ben Slimane, A Cherief, V Mortier, T Sekine, ... Available at SSRN 3946483, 2021 | 10 | 2021 |
ESG Investing in Fixed Income: It's Time to Cross the Rubicon M Ben Slimane, E Brard, T Le Guenedal, T Roncalli, T Sekine Eric and Le Guenedal, Théo and Roncalli, Thierry and Sekine, Takaya, ESG …, 2019 | 10 | 2019 |
From Climate Stress Testing to Climate Value-at-Risk: A Stochastic Approach B Desnos, T Le Guenedal, P Morais, T Roncalli Available at SSRN 4497124, 2023 | 7 | 2023 |
Measuring and pricing cyclone-related physical risk under changing climate T Le Guenedal, P Drobinski, P Tankov Proceedings of Paris December 2021 Finance Meeting EUROFIDAI-ESSEC, 2021 | 7 | 2021 |
Tracking ECB’s Communication: Perspectives and implications for financial markets R Fortes, T Le Guenedal Available at SSRN 3791244, 2020 | 5 | 2020 |
Cyclone generation Algorithm including a THERmodynamic module for Integrated National damage Assessment (CATHERINA 1.0) compatible with Coupled Model Intercomparison Project … T Le Guenedal, P Drobinski, P Tankov Geoscientific Model Development 15 (21), 8001-8039, 2022 | 4 | 2022 |