Giroux Thomas
I am a PhD student in the finance pole of CREST (Center of Research in Statistics and Economics), a joint research laboratory of ENSAE Paris and Ecole Polytechnique in Palaiseau (France), under the supervision of Christian-Yann Robert.
In addition, I am a quantitative researcher and global equity portfolio manager at Mirova, a french asset management company dedicated to sustainable finance, as part of a CIFRE PhD contract.
Research interests:
Sustainable finance with a focus on climate and biodiversity finance
Double materiality and impact investing
Dynamic asset pricing and extreme risk modelling
Private assets and Blended Finance
Grants & Awards
AF2I young researcher grant - 2024: Private assets - Blended finance
Fulbright France doctoral scholarship grant - 2023: Visiting PhD student at Columbia University SIPA
Publications
Empirical Asset Pricing with Score-Driven Conditional Betas (with Julien Royer and David Zerbib), Journal of Financial Econometrics, 2024
Working Papers
Onboarding Retail Investors in the Sustainability Journey (with Julien Picard): work in progress
Tail Risk Systemic Factors (with O.D. Zerbib, C.Y. Robert & E. Koch): work in progress
Blended Finance (with Caroline Flammer & Geoffrey Heal - 04/02/2024)
The Biodiversity Premium (with Guillaume Coqueret & David Zerbib - 06/26/2023), R&R, Ecological Economics
Biodiversity Finance (with Caroline Flammer & Geoffrey Heal - 03/06/2023)
Other studies