Olivier David Zerbib

Tilburg University - Tilburg University School of Economics and Management

PO Box 90153

Tilburg, 5000 LE Ti

Netherlands

University of Claude Bernard Lyon 1 - Institute of Finance and Insurance Science (ISFA)

50, Avenue Tony Garnier

Lyon Cedex 07, 69366

France

National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)

5 avenue Henry Le Chatelier

Palaiseau, 91764

France

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 8,232

SSRN RANKINGS

Top 8,232

in Total Papers Downloads

6,958

SSRN CITATIONS
Rank 38,396

SSRN RANKINGS

Top 38,396

in Total Papers Citations

10

CROSSREF CITATIONS

10

Scholarly Papers (6)

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
Tilburg University - Tilburg University School of Economics and Management
Downloads 3,546 (3,628)
Citation 8

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 Green Investing and Sin Stock Exclusion

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 97 Posted: 20 Sep 2019 Last Revised: 14 Oct 2020
Olivier David Zerbib
Tilburg University - Tilburg University School of Economics and Management
Downloads 2,285 (7,660)
Citation 12

Abstract:

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sustainable finance, environmental finance, behavioral finance, ESG, tastes, sin stocks, segmentation

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 Tilburg University - Tilburg University School of Economics and Management
Downloads 909 (31,731)
Citation 4

Abstract:

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Environmental finance, socially responsible investing, ESG, impact investing

4.

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 Tilburg University - Tilburg University School of Economics and Management
Downloads 157 (229,893)

Abstract:

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sustainable finance, environmental indicators, impact measures, aggregation

5.

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 Tilburg University - Tilburg University School of Economics and Management
Downloads 61 (427,347)

Abstract:

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Asset allocation, ALM, liquidity risk, withdrawal risk

6.

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 Tilburg University - Tilburg University School of Economics and Management

Abstract:

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