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

  • Tilburg University - Tilburg University School of Economics and Management

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

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

SCHOLARLY PAPERS

5

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Scholarly Papers (5)

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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: 15 Feb 2019
Olivier David Zerbib
Tilburg University - Tilburg University School of Economics and Management
Downloads 3,011 (4,298)
Citation 5

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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

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 1,140 (20,715)
Citation 4

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

3.

Environmental Impact Investing

Number of pages: 60 Posted: 13 Apr 2020 Last Revised: 14 Jul 2020
Tiziano De Angelis, Peter Tankov and Olivier David Zerbib
University of Manchester, ENSAE Paris and Tilburg University - Tilburg University School of Economics and Management
Downloads 470 (69,057)
Citation 2

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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
Jean-Guillaume Peladan, Julie Raynaud, Peter Tankov and Olivier David Zerbib
Sycomore Asset Management, affiliation not provided to SSRN, ENSAE Paris and Tilburg University - Tilburg University School of Economics and Management
Downloads 69 (374,601)

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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
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
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Asset allocation, ALM, liquidity risk, withdrawal risk