Takaya Sekine

Amundi Institute

90 Boulevard Pasteur

Paris, 75015

France

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 6,329

SSRN RANKINGS

Top 6,329

in Total Papers Downloads

10,726

SSRN CITATIONS
Rank 32,236

SSRN RANKINGS

Top 32,236

in Total Papers Citations

18

CROSSREF CITATIONS

7

Scholarly Papers (13)

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 Institute, Amundi Asset Management, Amundi Asset Management, Amundi Asset Management and Amundi Institute
Downloads 2,709 (7,681)
Citation 11

Abstract:

Loading...

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 Institute, Amundi Asset Management, Amundi Asset Management and Amundi Institute
Downloads 2,436 (9,091)
Citation 9

Abstract:

Loading...

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 Institute, Amundi Asset Management and Amundi Institute
Downloads 816 (46,975)
Citation 4

Abstract:

Loading...

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

4.

Revisiting Quality Investing

Number of pages: 93 Posted: 14 Jul 2021 Last Revised: 11 Nov 2021
Amundi Institute, Amundi Institute, Amundi Asset Management and Amundi Institute
Downloads 730 (54,523)

Abstract:

Loading...

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

5.

Corporate ESG News and The Stock Market

Number of pages: 46 Posted: 29 Dec 2020
Ecole Centrale MarseilleUniversité de Paris, CREST-ENSAE, Amundi Institute, Amundi Asset Management, Amundi Institute and Amundi Institute
Downloads 727 (54,795)
Citation 1

Abstract:

Loading...

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

6.

ESG Investing in Corporate Bonds: Mind the Gap

Number of pages: 61 Posted: 22 Sep 2020
Amundi Institute, CREST-ENSAE, Amundi Asset Management and Amundi Institute
Downloads 666 (61,604)
Citation 1

Abstract:

Loading...

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, CREST-ENSAE, Amundi Asset Management and Amundi Institute
Downloads 611 (68,813)

Abstract:

Loading...

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, CREST-ENSAE, Amundi Institute and Amundi Institute
Downloads 586 (72,533)

Abstract:

Loading...

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

9.

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 Institute, Amundi Asset Management and Amundi Institute
Downloads 381 (121,227)
Citation 2

Abstract:

Loading...

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

10.

Net Zero Carbon Metrics

Number of pages: 74 Posted: 16 Feb 2022
CREST-ENSAE, Amundi Asset Management, Amundi Asset Management and Amundi Institute
Downloads 348 (134,247)

Abstract:

Loading...

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

11.

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 310 (151,766)

Abstract:

Loading...

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

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, CREST-ENSAE, Amundi Institute, Amundi Institute, Amundi Asset Management, Amundi Institute and Amundi Institute
Downloads 284 (166,328)

Abstract:

Loading...

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

13.

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 Institute and Amundi Institute
Downloads 122 (350,447)
Citation 1

Abstract:

Loading...

Climate change, scenarios, trajectory, intentionality, decision tree