Frederic Lepetit

Amundi Institute

Amundi Institute

90 Boulevard Pasteur

Paris, 75015

France

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 8,990

SSRN RANKINGS

Top 8,990

in Total Papers Downloads

8,290

SSRN CITATIONS
Rank 33,328

SSRN RANKINGS

Top 33,328

in Total Papers Citations

18

CROSSREF CITATIONS

6

Scholarly Papers (9)

1.

How ESG Investing Has Impacted the Asset Pricing in the Equity Market

Number of pages: 19 Posted: 28 Jan 2019 Last Revised: 30 Jan 2019
Amundi Asset Management, CREST-ENSAE, Amundi Institute, Amundi Asset Management, Amundi Asset Management, Amundi Asset Management and Amundi Institute
Downloads 2,717 (7,654)
Citation 11

Abstract:

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SRI, ESG Investing, Environmental, Social, Governance, Asset Pricing, Active Management, Stock Picking, Passive Management, Optimized Benchmarking Portfolio, Factor Investing, Factor Picking, Impact Investing

2.

ESG Investing in Recent Years: New Insights from Old Challenges

Number of pages: 23 Posted: 22 Sep 2020
affiliation not provided to SSRN, CREST-ENSAE, Amundi Institute, Amundi Asset Management, Amundi Asset Management and Amundi Institute
Downloads 2,456 (9,031)
Citation 9

Abstract:

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ESG, environmental, social, governance, asset pricing, active management, passive management, factor investing

3.

Measuring and Managing Carbon Risk in Investment Portfolios

Number of pages: 58 Posted: 22 Sep 2020
University of Paris-Saclay, CREST-ENSAE, Amundi Institute, Amundi Asset Management and Amundi Institute
Downloads 818 (46,893)
Citation 4

Abstract:

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Carbon, climate change, risk factor, Kalman filter, minimum variance portfolio, enhanced index portfolio, factor investing

4.

Revisiting Quality Investing

Number of pages: 93 Posted: 14 Jul 2021 Last Revised: 11 Nov 2021
Frederic Lepetit, Amina Cherief, Yannick Ly and Takaya Sekine
Amundi Institute, Amundi Institute, Amundi Asset Management and Amundi Institute
Downloads 753 (54,219)

Abstract:

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Quality, Factor investing, Profitability, Earnings quality, Accruals, Safety, Capital structure, Investment, Asset pricing, Clustering, K-Means algorithm, Gaussian Mixture Models, Covid-19, Global Financial Crisis

5.

Corporate ESG News and The Stock Market

Number of pages: 46 Posted: 29 Dec 2020
Ecole Centrale MarseilleUniversité de Paris, CREST-ENSAE, Amundi Institute, Amundi Asset Management, Amundi Institute and Amundi Institute
Downloads 728 (54,804)
Citation 1

Abstract:

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ESG, ESG sentiment, ESG materiality, SASB, SDG, multi-factor models, NLP

6.

The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfolio

Number of pages: 15 Posted: 08 Feb 2021
University of Paris-Saclay, CREST-ENSAE, Amundi Institute, Amundi Asset Management and Amundi Institute
Downloads 383 (120,753)
Citation 2

Abstract:

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carbon, climate change, risk factor, carbon beta, carbon intensity, minimum variance portfolio

7.

The Recent Performance of ESG Investing, the COVID-19 Catalyst and the Biden Effect

Number of pages: 26 Posted: 21 Oct 2021
Amundi Institute, CREST-ENSAE, Amundi Institute, Amundi Institute, Amundi Asset Management, Amundi Institute and Amundi Institute
Downloads 286 (165,328)

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ESG, environmental, social, governance, asset pricing, active management, factor investing, COVID-19, feature extraction, machine learning

8.

Trajectory Monitoring in Portfolio Management and Issuer Intentionality Scoring

Number of pages: 45 Posted: 10 Jul 2020
CREST-ENSAE, Amundi Asset Management, Amundi Asset Management, Amundi Institute and Amundi Institute
Downloads 122 (350,874)
Citation 1

Abstract:

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Climate change, scenarios, trajectory, intentionality, decision tree

9.

From Traditional to Sustainable Growth

Number of pages: 68 Posted: 03 Mar 2023
Frederic Lepetit
Amundi Institute
Downloads 27 (724,699)

Abstract:

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Growth, Value, Factor investing, Sustainability