Fanny Cartellier - Research

Peer-reviewed publications

``Can investors curb greenwashing?'' with Peter Tankov and Olivier-David Zerbib, in Journal of Economic Dynamics and Control, 2025. Available on SSRN: https://ssrn.com/abstract=5186534 .
``Coarse Correlated Equilibria in Linear Quadratic Mean Field Games and Application to an Emission Abatement Game'', with Luciano Campi and Federico Cannerozzi, in Applied Mathematics & Optimization, 2025. Link to published version (open access): https://link.springer.com/article/10.1007/s00245-024-10198-3 .

Working papers

``Leveraging Risk Sharing for Effective Climate Change Mitigation'', with Delia Coculescu. Soon available.
``Biodiversity risk and asset pricing'', with Chiara Colesanti-Senni. Soon available.
``Climate Stress Testing, an Answer to the Challenge of Assessing Climate-Related Risks to the Financial System?'' (2022). Available at SSRN: https://ssrn.com/abstract=4179311.

Other publications

Chapter 4, ``Climate stress testing'', in ``Handbook of Quantitative Sustainable Finance''. Peter Tankov, Ruixun Zhang (eds). CRC Press, 2025.

PhD thesis

``Strategic interactions in the ecological transition: Quantitative approaches in climate finance.'' Available on HAL: https://theses.hal.science/tel-04639037.
Four chapters:
- Climate stress testing.
- Banks divesting and asset stranding.
- Can investors curb greenwashing?
- Coarse correlated equilibria in linear quadratic mean field games and application to an emission abatement game.