Frederic Lepetit

Amundi Institute

Amundi Institute

90 Boulevard Pasteur

Paris, 75015

France

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 6,293

SSRN RANKINGS

Top 6,293

in Total Papers Downloads

12,799

SSRN CITATIONS
Rank 33,672

SSRN RANKINGS

Top 33,672

in Total Papers Citations

25

CROSSREF CITATIONS

6

Scholarly Papers (11)

1.

ESG Investing in Recent Years: New Insights from Old Challenges

Number of pages: 23 Posted: 22 Sep 2020
affiliation not provided to SSRN, Amundi Technology, Amundi Institute, Amundi Asset Management, Amundi Asset Management and Amundi Institute
Downloads 4,013 (5,002)
Citation 14

Abstract:

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

2.

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, Amundi Technology, Amundi Institute, Amundi Asset Management, Amundi Asset Management, Amundi Asset Management and Amundi Institute
Downloads 3,624 (5,949)
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

3.

Revisiting Quality Investing

Number of pages: 93 Posted: 14 Jul 2021 Last Revised: 17 Apr 2024
Frederic Lepetit, Amina Cherief, Yannick Ly and Takaya Sekine
Amundi Institute, Amundi Institute, Amundi Asset Management and Amundi Institute
Downloads 1,220 (32,502)

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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

4.

Corporate ESG News and The Stock Market

Number of pages: 46 Posted: 29 Dec 2020
Ecole Centrale MarseilleUniversité de Paris, Amundi Technology, Amundi Institute, Amundi Asset Management, Amundi Institute and Amundi Institute
Downloads 1,073 (38,972)
Citation 1

Abstract:

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

5.

Measuring and Managing Carbon Risk in Investment Portfolios

Number of pages: 58 Posted: 22 Sep 2020
University of Paris-Saclay, Amundi Technology, Amundi Institute, Amundi Asset Management and Amundi Institute
Downloads 1,007 (42,690)
Citation 4

Abstract:

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

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, Amundi Technology, Amundi Institute, Amundi Asset Management and Amundi Institute
Downloads 487 (109,839)
Citation 10

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, Amundi Technology, Amundi Institute, Amundi Institute, Amundi Asset Management, Amundi Institute and Amundi Institute
Downloads 428 (128,010)
Citation 1

Abstract:

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

8.

Cutting to the Chase on ESG

Number of pages: 16 Posted: 17 Apr 2024 Last Revised: 22 Apr 2024
Paris Dauphine University, Students, Amundi Institute, Amundi Technology, Amundi Institute, University of Paris-Saclay and Amundi Institute
Downloads 374 (150,504)

Abstract:

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ESG, environmental, social, governance, ESG scoring, ESG rating, asset pricing, active management

9.

From Traditional to Sustainable Growth

Number of pages: 68 Posted: 03 Mar 2023
Frederic Lepetit
Amundi Institute
Downloads 203 (277,007)

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Growth, Value, Factor investing, Sustainability

10.

Climate-Related Stress-Testing and Net-Zero Valuation: A Case Study for Selected Energy-Intensive Companies

Number of pages: 53 Posted: 30 Nov 2023
Amundi Technology, Massachusetts Institute of Technology (MIT) - Joint Program on the Science and Policy of Global Change, Massachusetts Institute of Technology (MIT), IMT Atlantique, Amundi Institute, Amundi Technology, Amundi Asset Management, Amundi Asset Management, Amundi Asset Management, Amundi Technology and Amundi Asset Management
Downloads 202 (279,524)

Abstract:

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IAM, Transition Risk, Net-Zero, Asset Pricing, Climate Stress-testing

11.

Trajectory Monitoring in Portfolio Management and Issuer Intentionality Scoring

Number of pages: 45 Posted: 10 Jul 2020
Amundi Technology, Amundi Asset Management, Amundi Asset Management, Amundi Institute and Amundi Institute
Downloads 168 (327,785)
Citation 2

Abstract:

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Climate change, scenarios, trajectory, intentionality, decision tree