Course 2022-2023 in Sustainable Finance
1114 Pages Posted: 30 Jan 2023 Last revised: 13 Apr 2023
Date Written: January 27, 2023
These lectures notes have been written for the course in Sustainable Finance given at the University of Paris-Saclay. The slides cover the following topics: (1) Introduction, (2) ESG Investing, (3) Impact of ESG Investing on Asset Prices and Portfolio Returns, (4) Equity Portfolio Optimization with ESG Scores, (5) Sustainable Financial Products, Impact Investing & Engagement, (6) Global Warming & Climate Change, (7) Economic Modeling of Climate Change, (8) Climate Risk Measures, (9) Transition Risk Modeling, (10) Portfolio Construction with Climate Risk, (11) Equity and Bond Portfolio Optimization with Green Preferences, (12) Physical Risk Modeling, and (13) Climate Stress Testing and Risk Management.
Keywords: Sustainable finance, ESG Risk, Climate Risk
JEL Classification: G1, Q5, Q01
Suggested Citation: Suggested Citation