I co-organize the CMAP - CREST Quantitative Sustainable Economics and Finance (QSEF) seminar, a monthly in-person seminar series, hosted by CMAP (Ecole Polytechnique) and CREST (Ecole Polytechnique and ENSAE), featuring research presentations that address sustainable (including green) economics and finance issues through quantitative approaches, along with Patricia Crifo, Emmanuel Gobet, Peter Tankov, and Gauthier Vermandel.

Working papers

• Can Investors Curb Greenwashing? (with Fanny Cartellier and Peter Tankov)

Presentations (including scheduled): Zurich, Bologna, Paris Sorbonne, Toulouse, Paris Asset Pricing Breakfast, EM Lyon, French Finance Association Conference, European Commission Joint Research Center.

• When Green Investors Are Green Consumers (with Maxime Sauzet)

Presentations (including scheduled): UC Berkeley Macro Lunch, Boston College - Boston University Green Line Macro Meeting, Yale Junior Finance Conference, HEC - HKUST Sustainable Finance seminar, Banque de France, Maastricht University, Ecole Polytechnique, Université Paris 1 - Panthéon Sorbonne, RCN seminar, University of Oxford, Paris December Finance meeting (2022), Yale Junior Finance Conference, Green Finance Research Advances (2023), International Congress on Industrial and Applied Mathematics (2023), MFA (2023), Finance Down Under (2023), SFS Cavalcade (2023), EFA (2023), London-Paris Bachelier workshop, Colorado Finance Summit (2023), Bordeaux University (2023), North American Winter Meeting of the Econometric Society (2024), Spring Workshop - HEC-McGill Winter Finance Conference (2024).

Publications in Finance and Sustainable Finance

• Empirical Asset Pricing with Score-Driven Conditional Betas (with Thomas Giroux and Julien Royer), Journal of Financial Econometrics, 2024

• Climate Impact Investing (with Tiziano De Angelis and Peter Tankov) [SSRN], Management Science, 2023

• A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from environmental integration and sin stock exclusion [SSRN], Review of Finance, 2022

• The effect of pro-environmental preferences on bond prices: Evidence from green bonds [SSRN], Journal of Banking and Finance, 2019

Other publications

Publications in actuarial sciences and operations research

• Optimal asset allocation with liquidity and withdrawal risks (with Areski Cousin, Ying Jiao, and Christian Robert), Risks, 2022

• Asset allocation strategies in the presence of liability constraints (with Areski Cousin, Ying Jiao, and Christian Robert), Insurance: Mathematics and Economics, 2016

Publications in French

• Indicateurs environnementaux : caractéristiques d'une mesure agrégée pertinente (with Jean-Guillaume Peladan, Julie Raynaud, and Peter Tankov), Revue d'Economie Financière (special issue on Climate Finance), 2020

• Le cancer du rein sporadique du sujet jeune : étude des particularités cliniques et anatomopathologiques d'une cohorte bicentrique  (with Jérémy Cohen, Olivier Timsit, Morgan Rouprêt, Virginie Verkarre, Eva Comperat, Arnaud Mejean, and Olivier Bitker), Progrès en Urologie, 2018

• Autour des taux d’intérêt écologiques (with Olivier Guéant and Jean-Michel Lasry), Cahiers de la Chaire Finance et Développement Durable, n°3, October 2007

Professional and policy papers

• Socially Responsible Investing Strategies under Pressure: Evidence from the COVID-19 Crisis, (with Gunther Capelle-Blancard and Adrien Desroziers), Journal of Portfolio Management, 2021

• Is the EIB paving the way for a “Green Premium”?, Natixis Research Report, p6-7, April 2017

• Evaluation de la gestion d'actifs d’un investisseur institutionnel, Groupama Asset Management Research Paper, Sept. 2016

• La volatilité des ratios de Solvabilité 2 à l’épreuve des variations de marché : quelles solutions? (with Claire Bourgeois and Réda Jabrazko) ITEMS, n°2, June 2015

Jean-Baptiste Olive (1848-1936) : Calanque d'En-Vau and L'entrée du port de Marseille.