Takaya Sekine

Amundi Asset Management

90 Boulevard Pasteur

Paris, 75015

France

SCHOLARLY PAPERS

9

DOWNLOADS
Rank 19,813

SSRN RANKINGS

Top 19,813

in Total Papers Downloads

3,114

SSRN CITATIONS
Rank 32,443

SSRN RANKINGS

Top 32,443

in Total Papers Citations

20

CROSSREF CITATIONS

6

Scholarly Papers (9)

1.

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, CREST - ENSAE, Amundi Asset Management, Amundi Asset Management, Amundi Asset Management, Amundi Asset Management and Amundi Asset Management
Downloads 1,239 (20,195)
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

2.

ESG Investing in Recent Years: New Insights from Old Challenges

Number of pages: 23 Posted: 22 Sep 2020
affiliation not provided to SSRN, CREST - ENSAE, Amundi Asset Management, Amundi Asset Management, Amundi Asset Management and Amundi Asset Management
Downloads 421 (85,664)
Citation 7

Abstract:

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

3.

Measuring and Managing Carbon Risk in Investment Portfolios

Number of pages: 58 Posted: 22 Sep 2020
University of Paris-Saclay, CREST - ENSAE, Amundi Asset Management, Amundi Asset Management and Amundi Asset Management
Downloads 351 (105,456)
Citation 4

Abstract:

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

4.

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

Number of pages: 23 Posted: 22 Sep 2020
Amundi Asset Management, Amundi Asset Management, CREST - ENSAE, Amundi Asset Management and Amundi Asset Management
Downloads 328 (113,729)

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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

5.

ESG Investing in Corporate Bonds: Mind the Gap

Number of pages: 61 Posted: 22 Sep 2020
Amundi Asset Management, CREST - ENSAE, Amundi Asset Management and Amundi Asset Management
Downloads 293 (128,300)
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

6.

Corporate ESG News and The Stock Market

Number of pages: 46 Posted: 29 Dec 2020
Ecole Centrale Marseille, CREST - ENSAE, Amundi Asset Management, Amundi Asset Management, Amundi Asset Management and Amundi Asset Management
Downloads 215 (174,428)
Citation 1

Abstract:

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

7.

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, CREST - ENSAE, Amundi Asset Management, Amundi Asset Management and Amundi Asset Management
Downloads 129 (269,263)
Citation 1

Abstract:

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

8.

Revisiting Quality Investing

Number of pages: 93 Posted: 14 Jul 2021
Amundi Asset Management, Amundi Asset Management, Amundi Asset Management and Amundi Asset Management
Downloads 96 (330,643)

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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

9.

Trajectory Monitoring in Portfolio Management and Issuer Intentionality Scoring

Number of pages: 45 Posted: 10 Jul 2020
CREST - ENSAE, Amundi Asset Management, Amundi Asset Management, Amundi Asset Management and Amundi Asset Management
Downloads 42 (503,049)
Citation 1

Abstract:

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Climate change, scenarios, trajectory, intentionality, decision tree