PUBLICATIONS:
"Can investors curb greenwashing?" Cartellier, F., Tankov, P. & Zerbib, O. D. Accepted in Journal of Economic Dynamics and Control. (2025)
"Coarse Correlated Equilibria in Linear Quadratic Mean Field Games and Application to an Emission Abatement Game." Campi, L., Cannerozzi, F. & Cartellier, F. Applied Mathematics and Optimization 91, 8 (2025). https://link.springer.com/article/10.1007/s00245-024-10198-3
CURRENT PROJECTS:
Biodiversity risk and asset pricing: a theoretical approach, with Chiara Colesanti-Senni (University of Zurich, Department of finance).
International Environmental Agreements: Leveraging risk sharing for more effective climate mitigation, with Delia Coculescu (University of Zurich, DM3L).
Banks divesting and asset stranding in the low-carbon transition.
WORKING PAPERS:
Climate Stress Testing, an Answer to the Challenge of Assessing Climate-Related Risks to the Financial System ? Aug. 2022. Available at SSRN: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4179311#.
BOOKS:
Single author of Chapter 4 'Climate stress testing' in Handbook of Quantitative Sustainable Finance edited by Tankov, Peter, and Ruixun Zhang. CRC Press, 2025.