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Theo Le Guenedal
Theo Le Guenedal
ENSAE, Institut Polytechnique de Paris
在 ensae.fr 的电子邮件经过验证
标题
引用次数
引用次数
年份
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
692019
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
632018
Credit risk sensitivity to carbon price
V Bouchet, T Le Guenedal
Available at SSRN 3574486, 2020
412020
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
252021
Measuring and managing carbon risk in investment portfolios
T Roncalli, TL Guenedal, F Lepetit, T Roncalli, T Sekine
arXiv preprint arXiv:2008.13198, 2020
222020
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
202020
Portfolio construction with climate risk measures
T Le Guenedal, T Roncalli
Available at SSRN 3999971, 2022
192022
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
172019
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
152022
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
152018
Net zero carbon metrics
T Le Guenedal, F Lombard, T Roncalli, T Sekine
Available at SSRN 4033686, 2022
142022
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
122020
Economic modeling of climate risks
T Le Guenedal
Available at SSRN 3693661, 2019
122019
Corporate debt value under transition scenario uncertainty
T Le Guenedal, P Tankov
Mathematical Finance, 2022
102022
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
102021
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
102019
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
72023
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
72021
Tracking ECB’s Communication: Perspectives and implications for financial markets
R Fortes, T Le Guenedal
Available at SSRN 3791244, 2020
52020
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
42022
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