Frederic Lepetit

Amundi Asset Management

90 Boulevard Pasteur

Paris, 75015

France

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 21,983

SSRN RANKINGS

Top 21,983

in Total Papers Downloads

2,857

SSRN CITATIONS
Rank 35,325

SSRN RANKINGS

Top 35,325

in Total Papers Citations

18

CROSSREF CITATIONS

5

Scholarly Papers (7)

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 Asset Management, Amundi Asset Management, Amundi Asset Management, Amundi Asset Management and Amundi Asset Management
Downloads 1,332 (18,430)
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 Asset Management, Amundi Asset Management, Amundi Asset Management and Amundi Asset Management
Downloads 519 (67,609)
Citation 6

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 Asset Management, Amundi Asset Management and Amundi Asset Management
Downloads 381 (97,512)
Citation 4

Abstract:

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

4.

Corporate ESG News and The Stock Market

Number of pages: 46 Posted: 29 Dec 2020
Ecole Centrale Marseille, CREST - ENSAE, Amundi Asset Management, Amundi Asset Management, Amundi Asset Management and Amundi Asset Management
Downloads 236 (161,680)
Citation 1

Abstract:

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

5.

Revisiting Quality Investing

Number of pages: 93 Posted: 14 Jul 2021
Frederic Lepetit, Amina Cherief, Yannick Ly and Takaya Sekine
Amundi Asset Management, Amundi Asset Management, Amundi Asset Management and Amundi Asset Management
Downloads 194 (194,256)

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

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 Asset Management, Amundi Asset Management and Amundi Asset Management
Downloads 151 (240,896)
Citation 1

Abstract:

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

7.

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 Asset Management and Amundi Asset Management
Downloads 44 (500,301)
Citation 1

Abstract:

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Climate change, scenarios, trajectory, intentionality, decision tree