Handbook of Sustainable Finance

1228 Pages Posted: 27 Dec 2022 Last revised: 16 Feb 2025

See all articles by Thierry Roncalli

Thierry Roncalli

Amundi Asset Management; University of Evry

Date Written: November 15, 2022

Abstract

This handbook in Sustainable Finance corresponds to the lecture notes of the course given at University Paris-Saclay, ENSAE and Sorbonne University. It covers the following chapters: 1. Introduction, 2. ESG Scoring, 3. Financial Performance of ESG Investing, 4. Sustainable Financial Products, 5. Impact Investing, 6. Voting Policy & Engagement, 7. Extra-financial Accounting, 8. Economic Modeling of Climate Change, 9. Climate Risk Measures, 10. Transition Risk Modeling, 11. Portfolio Optimization, 12. Physical Risk Modeling, 13. Climate Stress Testing, 14. Conclusion, 15. Appendix A Technical Appendix, 16. Appendix B Solutions to the Tutorial Exercises.

Keywords: Sustainable finance, ESG investing, climate risk

JEL Classification: G1, Q5

Suggested Citation

Roncalli, Thierry, Handbook of Sustainable Finance (November 15, 2022). Available at SSRN: https://ssrn.com/abstract=4277875 or http://dx.doi.org/10.2139/ssrn.4277875

Thierry Roncalli (Contact Author)

Amundi Asset Management ( email )

90 Boulevard Pasteur
Paris, 75015
France

University of Evry ( email )

Boulevard Francois Mitterrand
F-91025 Evry Cedex
France

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