Takaya Sekine

Amundi Institute

90 Boulevard Pasteur

Paris, 75015

France

SCHOLARLY PAPERS

16

DOWNLOADS
Rank 4,786

SSRN RANKINGS

Top 4,786

in Total Papers Downloads

15,541

SSRN CITATIONS
Rank 31,178

SSRN RANKINGS

Top 31,178

in Total Papers Citations

27

CROSSREF CITATIONS

7

Scholarly Papers (16)

1.

ESG Investing in Recent Years: New Insights from Old Challenges

Number of pages: 23 Posted: 22 Sep 2020
affiliation not provided to SSRN, Amundi Technology, Amundi Institute, Amundi Asset Management, Amundi Asset Management and Amundi Institute
Downloads 3,853 (5,285)
Citation 14

Abstract:

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ESG, environmental, social, governance, asset pricing, active management, passive management, factor investing

2.

How ESG Investing Has Impacted the Asset Pricing in the Equity Market

Number of pages: 19 Posted: 28 Jan 2019 Last Revised: 30 Jan 2019
Amundi Asset Management, Amundi Technology, Amundi Institute, Amundi Asset Management, Amundi Asset Management, Amundi Asset Management and Amundi Institute
Downloads 3,574 (5,987)
Citation 11

Abstract:

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SRI, ESG Investing, Environmental, Social, Governance, Asset Pricing, Active Management, Stock Picking, Passive Management, Optimized Benchmarking Portfolio, Factor Investing, Factor Picking, Impact Investing

3.

Revisiting Quality Investing

Number of pages: 93 Posted: 14 Jul 2021 Last Revised: 17 Apr 2024
Amundi Institute, Amundi Institute, Amundi Asset Management and Amundi Institute
Downloads 1,184 (33,402)

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Quality, Factor investing, Profitability, Earnings quality, Accruals, Safety, Capital structure, Investment, Asset pricing, Clustering, K-Means algorithm, Gaussian Mixture Models, Covid-19, Global Financial Crisis

4.

Corporate ESG News and The Stock Market

Number of pages: 46 Posted: 29 Dec 2020
Ecole Centrale MarseilleUniversité de Paris, Amundi Technology, Amundi Institute, Amundi Asset Management, Amundi Institute and Amundi Institute
Downloads 1,044 (39,962)
Citation 1

Abstract:

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ESG, ESG sentiment, ESG materiality, SASB, SDG, multi-factor models, NLP

5.

Measuring and Managing Carbon Risk in Investment Portfolios

Number of pages: 58 Posted: 22 Sep 2020
University of Paris-Saclay, Amundi Technology, Amundi Institute, Amundi Asset Management and Amundi Institute
Downloads 995 (42,776)
Citation 4

Abstract:

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Carbon, climate change, risk factor, Kalman filter, minimum variance portfolio, enhanced index portfolio, factor investing

6.

ESG Investing in Corporate Bonds: Mind the Gap

Number of pages: 61 Posted: 22 Sep 2020
Amundi Institute, Amundi Technology, Amundi Asset Management and Amundi Institute
Downloads 864 (52,030)
Citation 1

Abstract:

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SRI, ESG investing, environmental, social, governance, asset pricing, active management, bond picking, passive management, credit rating, yield spread, cost of debt

7.

ESG Investing in Fixed Income: It's Time to Cross the Rubicon

Number of pages: 23 Posted: 22 Sep 2020
Amundi Institute, Amundi Asset Management, Amundi Technology, Amundi Asset Management and Amundi Institute
Downloads 756 (62,296)

Abstract:

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SRI, ESG investing, environmental, social, governance, asset pricing, active management, bond picking, passive management, credit rating, yield spread, cost of debt

8.

Monitoring Narratives: An Application to the Equity Market

Number of pages: 38 Posted: 06 May 2022
Amundi Institute, Amundi Institute, Amundi Institute, Amundi Technology, Amundi Institute and Amundi Institute
Downloads 713 (67,319)

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macroeconomics, narrative economics, FRED, GDELT project, natural language processing, sentiment, financial markets

9.

Net Zero Carbon Metrics

Number of pages: 74 Posted: 16 Feb 2022
Amundi Technology, Amundi Asset Management, Amundi Asset Management and Amundi Institute
Downloads 614 (81,241)

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Climate change, net zero emissions, reduction scenario, carbon budget, carbon trend, carbon reduction target, participation, ambition, credibility, portfolio alignment, decarbonization

10.

The Market Effect of Acute Biodiversity Risk: The Case of Corporate Bonds

Number of pages: 70 Posted: 08 Dec 2022
Amina Cherief, Takaya Sekine and Lauren Stagnol
Amundi Institute, Amundi Institute and Amundi Institute
Downloads 550 (93,387)

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biodiversity, ecosystems services, ESG, asset pricing, corporate bonds, corporate sustainability, natural language processing, event studies, food security.

11.

The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfolio

Number of pages: 15 Posted: 08 Feb 2021
University of Paris-Saclay, Amundi Technology, Amundi Institute, Amundi Asset Management and Amundi Institute
Downloads 480 (110,315)
Citation 9

Abstract:

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carbon, climate change, risk factor, carbon beta, carbon intensity, minimum variance portfolio

12.

The Recent Performance of ESG Investing, the COVID-19 Catalyst and the Biden Effect

Number of pages: 26 Posted: 21 Oct 2021
Amundi Institute, Amundi Technology, Amundi Institute, Amundi Institute, Amundi Asset Management, Amundi Institute and Amundi Institute
Downloads 415 (130,928)
Citation 1

Abstract:

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ESG, environmental, social, governance, asset pricing, active management, factor investing, COVID-19, feature extraction, machine learning

13.

Modeling the Links Between Economic Growth, Socio-economic Dynamics and Environmental Dimensions: a Panel VAR Approach

Number of pages: 73 Posted: 13 Mar 2024
University of Paris-Saclay - CentraleSupélec, University of Paris-Saclay, Amundi Institute and Amundi Institute
Downloads 256 (220,997)

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Macroeconomics, economic growth, ESG, extra-financial, Granger causality, VAR modeling, PVAR, Panel data

14.

Trajectory Monitoring in Portfolio Management and Issuer Intentionality Scoring

Number of pages: 45 Posted: 10 Jul 2020
Amundi Technology, Amundi Asset Management, Amundi Asset Management, Amundi Institute and Amundi Institute
Downloads 160 (337,654)
Citation 2

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Climate change, scenarios, trajectory, intentionality, decision tree

15.

Answering Clean Tech Questions with Large Language Models

Number of pages: 26 Posted: 20 Dec 2023
Amundi Institute, Amundi Institute, Université Paris Cité, Amundi Technology, Amundi Technology and Amundi Institute
Downloads 74 (585,858)

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net zero, clean technologies, critical raw materials, critical minerals, natural language processing, NLP, large language models, LLMs, information virality

16.

Cutting to the Chase on ESG

Number of pages: 16 Posted: 17 Apr 2024
affiliation not provided to SSRN, Amundi Institute, Amundi Technology, Amundi Institute, University of Paris-Saclay and Amundi Institute
Downloads 9 (1,050,547)

Abstract:

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ESG, environmental, social, governance, ESG scoring, ESG rating, asset pricing, active management