Olivier David Zerbib

CREST, ENSAE, Institut Polytechnique de Paris

5 Avenue Le Chatelier

Palaiseau, Paris 91120

France

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 4,437

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Top 4,437

in Total Papers Downloads

15,512

SSRN CITATIONS
Rank 19,647

SSRN RANKINGS

Top 19,647

in Total Papers Citations

45

CROSSREF CITATIONS

17

Scholarly Papers (9)

1.

Is There a Green Bond Premium? The Yield Differential Between Green and Conventional Bonds

Published in the Journal of Banking and Finance, Vol. 98 (p. 39-60), 2019, as "The effect of pro-environmental preferences on bond prices: Evidence from green bonds".
Number of pages: 67 Posted: 27 Dec 2016 Last Revised: 28 May 2021
Olivier David Zerbib
CREST, ENSAE, Institut Polytechnique de Paris
Downloads 6,415 (2,066)
Citation 17

Abstract:

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Green bonds, Low-carbon finance, Environmental finance, Asset management, Market microstructure, Liquidity, Green macroprudential regulation

2.

A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from Environmental Integration and Sin Stock Exclusion

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 101 Posted: 20 Sep 2019 Last Revised: 02 May 2022
Olivier David Zerbib
CREST, ENSAE, Institut Polytechnique de Paris
Downloads 5,318 (2,855)
Citation 45

Abstract:

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Sustainable finance; asset pricing; ESG; sin stocks

3.

Climate Impact Investing

Number of pages: 77 Posted: 13 Apr 2020 Last Revised: 01 Jul 2021
Tiziano De Angelis, Peter Tankov and Olivier David Zerbib
University of Manchester, ENSAE, Institut Polytechnique de Paris and CREST, ENSAE, Institut Polytechnique de Paris
Downloads 2,048 (13,614)
Citation 8

Abstract:

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Environmental finance, socially responsible investing, ESG, impact investing

4.

When Green Investors Are Green Consumers

Proceedings of the EUROFIDAI-ESSEC Paris December Finance Meeting 2022
Number of pages: 94 Posted: 05 May 2022 Last Revised: 22 Nov 2022
Maxime Sauzet and Olivier David Zerbib
Boston University and CREST, ENSAE, Institut Polytechnique de Paris
Downloads 1,111 (34,634)
Citation 1

Abstract:

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Sustainable Finance, Environmental Finance, Asset Pricing, Portfolio Choice

5.

Indicateurs Environnementaux: Caractéristiques D’une Mesure Agrégée Pertinente (Environmental Indicators: Conditions for a Relevant Aggregated Measure)

Number of pages: 13 Posted: 14 Jul 2020 Last Revised: 21 Aug 2020
Sycomore Asset Management, affiliation not provided to SSRN, ENSAE, Institut Polytechnique de Paris and CREST, ENSAE, Institut Polytechnique de Paris
Downloads 344 (152,248)

Abstract:

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sustainable finance, environmental indicators, impact measures, aggregation

6.

Empirical Asset Pricing with Score-Driven Conditional Betas

Number of pages: 37 Posted: 28 Feb 2023
Thomas Giroux, Julien Royer and Olivier David Zerbib
CREST-ENSAE, CREST-ENSAE and CREST, ENSAE, Institut Polytechnique de Paris
Downloads 131 (370,677)

Abstract:

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Asset Pricing Models, Dynamic Factor Models, Score-Driven Models, Carbon risk

7.

Optimal Asset Allocation Subject to Liquidity and Withdrawal Risks

Number of pages: 39 Posted: 08 Jan 2021
Areski Cousin, Ying Jiao, Christian Robert and Olivier David Zerbib
affiliation not provided to SSRN, Universit ́e Claude Bernard-Lyon 1, Institut de Science Financier et d’Assurances, University of Claude Bernard Lyon 1 - Institute of Finance and Insurance Science (ISFA) and CREST, ENSAE, Institut Polytechnique de Paris
Downloads 115 (408,386)

Abstract:

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Asset allocation, ALM, liquidity risk, withdrawal risk

8.

Can Investors Curb Greenwashing?

Number of pages: 57 Posted: 01 Dec 2023
Fanny Cartellier, Peter Tankov and Olivier David Zerbib
Institut Polytechnique de Paris, ENSAE, Institut Polytechnique de Paris and CREST, ENSAE, Institut Polytechnique de Paris
Downloads 30 (837,120)

Abstract:

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Greenwashing, sustainable finance, asset pricing, ESG investing, impact investing.

9.

Socially Responsible Investing Strategies under Pressure: Evidence from COVID-19

Posted: 19 Feb 2021
Gunther Capelle-Blancard, Adrien Desroziers and Olivier David Zerbib
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and CREST, ENSAE, Institut Polytechnique de Paris

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COVID-19, Socially Responsible Investing, Corporate Social Responsibility, ESG performance, Passive management