Théo Le Guenedal

Amundi Technology

Paris

France

  • Amundi Technology

SCHOLARLY PAPERS

20

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SSRN CITATIONS
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Top 26,770

in Total Papers Citations

33

CROSSREF CITATIONS

7

Scholarly Papers (20)

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1.

ESG Investing in Recent Years: New Insights from Old Challenges

Number of pages: 23 Posted: 22 Sep 2020
Angelo Drei, Théo Le Guenedal, Frederic Lepetit, Vincent Mortier, Thierry Roncalli and Takaya Sekine
affiliation not provided to SSRN, Amundi Technology, Amundi Institute, Amundi Asset Management, Amundi Asset Management and Amundi Institute
Downloads 3,359 (6,242)
Citation 11

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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
Leila Bennani, Théo Le Guenedal, Frederic Lepetit, Lai Ly, Vincent Mortier, Thierry Roncalli and Takaya Sekine
Amundi Asset Management, Amundi Technology, Amundi Institute, Amundi Asset Management, Amundi Asset Management, Amundi Asset Management and Amundi Institute
Downloads 3,282 (6,474)
Citation 11

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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.

Credit Risk Sensitivity to Carbon Price

Number of pages: 40 Posted: 08 May 2020
Vincent Bouchet and Théo Le Guenedal
Ecole Polytechnique, Palaiseau and Amundi Technology
Downloads 1,286 (27,757)
Citation 11

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Climate Change, Carbon Price, Credit Risk, Scenario Analysis

4.

Portfolio Construction with Climate Risk Measures

Number of pages: 51 Posted: 05 Jan 2022 Last Revised: 01 Feb 2022
Théo Le Guenedal and Thierry Roncalli
Amundi Technology and Amundi Asset Management
Downloads 1,284 (27,824)
Citation 3

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Climate change, risk measure, carbon emissions, reduction scenario, carbon trajectory, net zero emission, optimized portfolio, decarbonization, portfolio alignment, index portfolio

5.

From Climate Stress Testing to Climate Value-at-Risk: A Stochastic Approach

Number of pages: 182 Posted: 05 Jul 2023
Baptiste Desnos, Théo Le Guenedal, Philippe Morais and Thierry Roncalli
Ecole Centrale de Nantes, Amundi Technology, Amundi Institute and Amundi Asset Management
Downloads 968 (41,949)

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Climate change, stress testing, value-at-risk, carbon tax, input-output analysis, cost-push price model, dual Leontief matrix, pass-through, indirect emissions, inflation risk, risk contribution, substochastic matrix, Neumann series, directed graph, copula, Monte Carlo simulation

6.

Corporate ESG News and The Stock Market

Number of pages: 46 Posted: 29 Dec 2020
Walid Taleb, Walid Taleb, Théo Le Guenedal, Frederic Lepetit, Vincent Mortier, Takaya Sekine and Lauren Stagnol
Ecole Centrale MarseilleUniversité de Paris, Amundi Technology, Amundi Institute, Amundi Asset Management, Amundi Institute and Amundi Institute
Downloads 936 (43,660)
Citation 1

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

7.

Measuring and Managing Carbon Risk in Investment Portfolios

Number of pages: 58 Posted: 22 Sep 2020
Théo Roncalli, Théo Le Guenedal, Frederic Lepetit, Thierry Roncalli and Takaya Sekine
University of Paris-Saclay, Amundi Technology, Amundi Institute, Amundi Asset Management and Amundi Institute
Downloads 931 (43,961)
Citation 4

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

8.

ESG Investing in Corporate Bonds: Mind the Gap

Number of pages: 61 Posted: 22 Sep 2020
Mohamed Ben Slimane, Théo Le Guenedal, Thierry Roncalli and Takaya Sekine
Amundi Institute, Amundi Technology, Amundi Asset Management and Amundi Institute
Downloads 775 (56,664)
Citation 1

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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

9.

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

Number of pages: 23 Posted: 22 Sep 2020
Mohamed Ben Slimane, Eric Brard, Théo Le Guenedal, Thierry Roncalli and Takaya Sekine
Amundi Institute, Amundi Asset Management, Amundi Technology, Amundi Asset Management and Amundi Institute
Downloads 698 (64,998)

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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

10.

Monitoring Narratives: An Application to the Equity Market

Number of pages: 38 Posted: 06 May 2022
Pascal Blanqué, Mohamed Ben Slimane, Amina Cherief, Théo Le Guenedal, Takaya Sekine and Lauren Stagnol
Amundi Institute, Amundi Institute, Amundi Institute, Amundi Technology, Amundi Institute and Amundi Institute
Downloads 673 (67,974)

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

11.

Net Zero Carbon Metrics

Number of pages: 74 Posted: 16 Feb 2022
Théo Le Guenedal, François Lombard, Thierry Roncalli and Takaya Sekine
Amundi Technology, Amundi Asset Management, Amundi Asset Management and Amundi Institute
Downloads 515 (95,183)

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

12.

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

Number of pages: 15 Posted: 08 Feb 2021
Théo Roncalli, Théo Le Guenedal, Frederic Lepetit, Thierry Roncalli and Takaya Sekine
University of Paris-Saclay, Amundi Technology, Amundi Institute, Amundi Asset Management and Amundi Institute
Downloads 437 (115,542)
Citation 8

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

13.

Measuring and Pricing Cyclone-Related Physical Risk Under Changing Climate

Proceedings of Paris December 2021 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 43 Posted: 03 Jun 2021 Last Revised: 19 Oct 2021
Théo Le Guenedal, Philippe Drobinski and Peter Tankov
Amundi Technology, Ecole Polytechnique, Palaiseau and ENSAE, Institut Polytechnique de Paris
Downloads 382 (134,947)
Citation 2

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

14.

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

Number of pages: 26 Posted: 21 Oct 2021
Frederic Lepetit, Théo Le Guenedal, Mohamed Ben Slimane, Amina Cherief, Vincent Mortier, Takaya Sekine and Lauren Stagnol
Amundi Institute, Amundi Technology, Amundi Institute, Amundi Institute, Amundi Asset Management, Amundi Institute and Amundi Institute
Downloads 365 (141,872)
Citation 1

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

15.

Corporate Debt Value under Transition Scenario Uncertainty

Number of pages: 29 Posted: 13 Jul 2022 Last Revised: 17 Aug 2022
Théo Le Guenedal and Peter Tankov
Amundi Technology and ENSAE, Institut Polytechnique de Paris
Downloads 291 (180,659)

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default risk, endogenous default, climate transition risk, carbon price, scenario uncertainty

16.

Economic Modeling of Climate Risks

Number of pages: 83 Posted: 05 Nov 2020
Théo Le Guenedal
Amundi Technology
Downloads 278 (189,999)
Citation 1

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

17.

Cascading Effects of Carbon Price Through the Value Chain: Impact on Firm's Valuation

Number of pages: 44 Posted: 02 Apr 2022
Théophile Adenot, Marie Briere, Pierre Counathe, Mathieu Jouanneau, Tegwen Le Berthe and Théo Le Guenedal
Ecole Polytechnique, Amundi Asset Management, Ecole Polytechnique, Amundi Asset Management, Amundi Asset Management and Amundi Technology
Downloads 272 (194,311)

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Transition risk, Carbon price, Risk diffusion, World input-output table, Cascading effect, Leontief price model

18.

Trajectory Monitoring in Portfolio Management and Issuer Intentionality Scoring

Number of pages: 45 Posted: 10 Jul 2020
Théo Le Guenedal, Julien Girault, Mathieu Jouanneau, Frederic Lepetit and Takaya Sekine
Amundi Technology, Amundi Asset Management, Amundi Asset Management, Amundi Institute and Amundi Institute
Downloads 153 (329,775)
Citation 2

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Climate change, scenarios, trajectory, intentionality, decision tree

19.

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 Amundi Technology
Downloads 120 (395,953)
Citation 2

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

20.

Climate-Related Stress-Testing and Net-Zero Valuation: A Case Study for Selected Energy-Intensive Companies

Number of pages: 53 Posted: 30 Nov 2023
Théo Le Guenedal, Y.-H. Henry Chen, Sergey Paltsev, Yassine Derbel, Frederic Lepetit, Rami Mery, Alexis Sciau, Benjamin Duval, Mathieu Jouanneau, Matthieu Keip and Tegwen Le Berthe
Amundi Technology, Massachusetts Institute of Technology (MIT) - Joint Program on the Science and Policy of Global Change, Massachusetts Institute of Technology (MIT), IMT Atlantique, Amundi Institute, Amundi Technology, affiliation not provided to SSRN, Amundi Asset Management, Amundi Asset Management, Amundi Technology and Amundi Asset Management
Downloads 30 (803,644)

Abstract:

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IAM, Transition Risk, Net-Zero, Asset Pricing, Climate Stress-testing