90 Boulevard Pasteur
Paris, 75015
France
SSRN RANKINGS
in Total Papers Downloads
Convexity, co-skewness, higher-moment CAPM, time-varying moments, volatility, asset pricing, stock returns, equity strategy.
ESG, ESG sentiment, ESG materiality, SASB, SDG, multi-factor models, NLP
macroeconomics, narrative economics, FRED, GDELT project, natural language processing, sentiment, financial markets
ESG, Sovereign risk, debt, bond yield, credit spread
Value, risk factor, risk premium, factor investing, valuation, deep value, inflation, interest rates, ESG, carbon risk
biodiversity, ecosystems services, ESG, asset pricing, corporate bonds, corporate sustainability, natural language processing, event studies, food security.
ESG, environmental, social, governance, asset pricing, active management, factor investing, COVID-19, feature extraction, machine learning
Equal Risk Contribution, Risk Parity, Smart Beta, Risk Measure, Risk-Based Indexing
Factor investing, low-volatility anomaly, interest rates, yield curve, monetary regimes
Equal Risk Contribution, Yield Curve, Risk Parity, Smart Beta, Risk Measure, Risk-Based Indexing, Sovereign Bonds, Term Structure
fundamental indexing, alternative corporate bond index, solvency criteria, market efficiency
