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

Author(s) :
Lionel Martellini, Lou-Salomé Vallée
The Journal of Portfolio Management, Vol. 48, Issue 2, Quantitative Special Issue 2022.   This article shows that...

Do the Shades of Green Matter? The Pricing and Ownership of “Dark-green” Bonds

Author(s) :
Gianfranco Gianfrate, Marco Spinelli
Hong Kong Academy of Finance (AoF), January 2021. This study explores whether the green bonds rated “dark green” by CICERO are priced...

Determinants of internal carbon pricing

Author(s) :
Nuno Bento, Gianfranco Gianfrate
Energy Policy, Volume 143 Action against climate change is urgent and requires the participation of firms. The progressive internalization of...

National Climate Policies and Corporate Internal Carbon Pricing

Author(s) :
Nuno Bento, Gianfranco Gianfrate , Joseph E. Aldy
While national governments pledged to reduce their greenhouse gas emissions under the Paris Agreement, delivering on these aims will require...

Future-Proof Your Climate Strategy

Author(s) :
Joseph E. Aldy, Gianfranco Gianfrate
Harvard Business Review, May/June 2019 Many companies are protecting themselves against “climate risk”—the damage they might suffer from heat...

Environmental corporate social responsibility and financial performance: Disentangling direct and indirect effects

Author(s) :
Abraham Lioui, Zenu Sharma
Ecological Economics, Vol. 78, June 2012.   This paper assesses the impact of environmental corporate social responsibility (ECSR...

Performance of Socially Responsible Investment Funds against an Efficient SRI Index: The Impact of Benchmark Choice when Valuating Active Managers

Author(s) :
Véronique Le Sourd
Bankers, Markets & Investors, N.117 - March - April 2012 This paper conducts a performance measurement of SRI funds and assesses the impact of...

The Performance of Socially Responsible Investment: A Study of the French Market

Author(s) :
Véronique Le Sourd
Bankers, Markets & Investors, N.106 - May - June 2010 Socially responsible investment (SRI) has grown considerably since 2000 and it is now...

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