EDHEC Publications

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How Does Climate Risk Affect Global Equity Valuations? A Novel Approach

2024

Riccardo Rebonato, Dherminder Kainth, Lionel Melin

Decarbonization and the Pace of Economic Growth

2024

Riccardo Rebonato

The Link Between Physical and Transition Risk

2024

Riccardo Rebonato, Dherminder Kainth, Lionel Melin

Scope for Divergence - A review of the importance of value chain emissions, the state of disclosure, estimation and modelling issues, and recommendations for companies, investors, and standard setters

2024

Frédéric Ducoulombier

EDHEC-Risk Climate Impact Institute’s Response to the European Supervisory Authorities’ Call for Evidence on Greenwashing

2024

Frédéric Ducoulombier

Climate Scenario Analysis and Stress Testing for Investors: A Probabilistic Approach

2024

Riccardo Rebonato, Dherminder Kainth, Lionel Melin

Portfolio Losses from Climate Damages: A Guide for Long-Term Investors

2023

Riccardo Rebonato, Scientific Director, EDHEC-Risk Climate

Value versus Values: What Is the Sign of the Climate Risk Premium?

2023

Riccardo Rebonato

The Impact of Climate Change News on Low-minus-High Carbon Intensity Portfolios

2023

Jean-Michel Maeso, Dominic O'Kane

Asleep at the Wheel? The Risk of Sudden Price Adjustments for Climate Risk

2023

Riccardo Rebonato

The Global Transboundary Climate Risk Report

2023

Irene Monasterolo, Anja Duranovic

Time-varying Environmental Betas and Latent Green Factors

2023

Emanuele Chini, Mirco Rubin

Optimal Climate Policy with Negative Emissions

2023

Riccardo Rebonato, Dherminder Kainth, Lionel Melin, Dominic O’Kane

The Agency of Greenwashing

2022

Gianfranco Gianfrate, Marco Ghitti, Lorenza Palma

The EDHEC European ETF, Smart Beta and Factor Investing Survey 2021

2021

Veronique Le Sourd, Lionel Martellini

Institutional Investors and Corporate Carbon Footprint: Global Evidence

2021

Gianfranco Gianfrate, Tim Kievid, Angelo Nunnari

A Holistic Goal-Based Investing Framework for Analyzing Efficient Retirement Investment Decisions in the Presence of Long-Term Care Risk

2021

Jean-Michel Maeso, Lionel Martellini, Vincent Milhau, Anil Suri, Nevenka Vrdoljak

Securing Replacement Income with Goal-Based Retirement Investing Strategies

2021

Lionel Martellini, Vincent Milhau, John Mulvey

Benefits of Open Architecture and Multi-Management in Real Estate Markets— Evidence from French Nonlisted Investment Trusts

2021

Béatrice Guedj, Lionel Martellini, Shahyar Safaee

What Drives Robo-Advice?

2021

Bernd Scherer, Sebastian Lehner

Investor Experience and Portfolio Choice: Regulatory Costs from MiFID II

2021

Bernd Scherer, Sebastian Lehner

Measuring and Managing ESG Risks in Sovereign Bond Portfolios and Implications for Sovereign Debt Investing

2021

Lionel Martellini, Lou-Salomé Vallée

Covid-19 and Smart-Beta

2021

Milot Hasaj, Bernd Scherer

“Flexicure” Retirement Solutions: A Part of the Answer to the Pension Crisis?

2020

Lionel Martellini, Vincent Milhau, John Mulvey

The EDHEC European ETF, Smart Beta and Factor Investing Survey 2020

2020

Veronique Le Sourd, Lionel Martellini

The Seasons of the True Size Anomaly

2020

Boris Fays, Georges Hübner, Marie Lambert

Risk Optimizations on Basis Portfolios: The Role of Sorting

2020

Marie Lambert, Boris Fays, Nicolas Papageorgiou

Research Topics from Across the Commodity Markets

2020

Hilary Till

Climate Change and Credit Risk

2020

Giusy Capasso, Gianfranco Gianfrate, Marco Spinelli

Predicting and Decomposing the Risk of Data-Driven Portfolios

2020

Nabil Bouamara, Kris Boudt, Jürgen Vandenbroucke

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