Théo Le Guenedal

CREST - ENSAE

France

SCHOLARLY PAPERS

13

DOWNLOADS
Rank 13,753

SSRN RANKINGS

Top 13,753

in Total Papers Downloads

4,631

SSRN CITATIONS
Rank 31,644

SSRN RANKINGS

Top 31,644

in Total Papers Citations

21

CROSSREF CITATIONS

6

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 Asset Management, Amundi Asset Management, Amundi Asset Management, Amundi Asset Management and Amundi Asset Management
Downloads 1,460 (16,568)
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 701 (47,469)
Citation 6

Abstract:

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

3.

Credit Risk Sensitivity to Carbon Price

Number of pages: 40 Posted: 08 May 2020
Vincent Bouchet and Théo Le Guenedal
Ecole Polytechnique, Palaiseau and CREST - ENSAE
Downloads 450 (82,453)
Citation 2

Abstract:

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Climate Change, Carbon Price, Credit Risk, Scenario Analysis

4.

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 428 (87,696)
Citation 4

Abstract:

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

5.

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 386 (98,556)

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.

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 366 (104,643)
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.

Corporate ESG News and The Stock Market

Number of pages: 46 Posted: 29 Dec 2020
Ecole Centrale MarseilleUniversité de Paris, CREST - ENSAE, Amundi Asset Management, Amundi Asset Management, Amundi Asset Management and Amundi Asset Management
Downloads 274 (143,007)
Citation 1

Abstract:

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

8.

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 175 (217,982)
Citation 1

Abstract:

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

9.

Measuring and Pricing Cyclone-Related Physical Risk Under Changing Climate

Number of pages: 43 Posted: 03 Jun 2021 Last Revised: 19 Oct 2021
Théo Le Guenedal, Philippe Drobinski and Peter Tankov
CREST - ENSAE, Ecole Polytechnique, Palaiseau and ENSAE, Institut Polytechnique de Paris
Downloads 160 (235,182)

Abstract:

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Climate change, physical risk, cyclone, sovereign risk, Monte Carlo simulation, damage modeling

10.

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

Number of pages: 26 Posted: 21 Oct 2021
Amundi Asset Management, CREST - ENSAE, Amundi Asset Management, Amundi Asset Management, Amundi Asset Management, Amundi Asset Management and Amundi Asset Management
Downloads 73 (406,766)

Abstract:

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

11.

Economic Modeling of Climate Risks

Number of pages: 83 Posted: 05 Nov 2020
Théo Le Guenedal
CREST - ENSAE
Downloads 56 (461,831)

Abstract:

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Economic modeling, climate change, scenarios, energy, general equilibrium, technical change, optimal policy

12.

Tracking ECB’s Communication: Perspectives and Implications for Financial Markets

Number of pages: 76 Posted: 22 Mar 2021
Roberta Fortes and Théo Le Guenedal
Université Panthéon Sorbonne Paris 1 and CREST - ENSAE
Downloads 52 (477,336)

Abstract:

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Quantitative trading, Central Bank, Fixed Income, Foreign Exchange, Text mining

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 Asset Management and Amundi Asset Management
Downloads 50 (485,564)
Citation 1

Abstract:

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Climate change, scenarios, trajectory, intentionality, decision tree