Olivier David Zerbib

CREST, ENSAE, Institut Polytechnique de Paris

5 Avenue Le Chatelier

Palaiseau, Paris 91120

France

  • CREST, ENSAE, Institut Polytechnique de Paris

SCHOLARLY PAPERS

9

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15,512

SSRN CITATIONS
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SSRN RANKINGS

Top 19,647

in Total Papers Citations

45

CROSSREF CITATIONS

17

Scholarly Papers (9)

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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: 28 May 2021
Olivier David Zerbib
CREST, ENSAE, Institut Polytechnique de Paris
Downloads 6,415 (2,066)
Citation 17

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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

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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

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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

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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
Jean-Guillaume Peladan, Julie Raynaud, Peter Tankov and Olivier David Zerbib
Sycomore Asset Management, affiliation not provided to SSRN, ENSAE, Institut Polytechnique de Paris and CREST, ENSAE, Institut Polytechnique de Paris
Downloads 344 (152,248)

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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)

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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)

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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)

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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