Olivier David Zerbib

I am an Associate Professor of Finance at EDHEC Business School.

Prior to working at EDHEC Business School, I was an Assistant Professor of Finance at Boston University (2021-2022), and I received my Ph.D. in Finance from Tilburg University (2016-2021).

Research interests:

  • Sustainable and environmental finance

  • Theoretical and empirical asset pricing

Email: olivier-david.zerbib@edhec.edu

Curriculum vitae | SSRN | Google Scholar

Working papers

Presentations (including scheduled): UC Berkeley Macro Lunch, Boston College - Boston University Green Line Macro Meeting, HEC - HKUST Sustainable Finance seminar, Maastricht University, Ecole Polytechnique, Université Paris 1 - Panthéon Sorbonne, RCN seminar, University of Oxford, Paris December Finance meeting (2022).


Best Paper Award, Paris December Meeting (2020).

Research Prize Finalist, European Investment Forum - University of Cambridge (2021)

#1 most cited article published by the JBF over three years (2019-2022). Winner of the SUERF/UniCredit Foundation & Universities Research Prize (2018); Best Paper Award, International Conference on Finance (2018); Best Paper Award, International Conference on Energy, Finance and the Macroeconomy (2017).

Other studies

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

Equities: an attractive asset class for an institutional investor in the current environment, The letter Funds & Strategy n°136, 2014

The interest of simulating liabilities to optimize the asset allocation of an insurance company, The letter Funds & Strategy n°131, 2013

The advantage of introducing convexity into the assets of a life insurer, The letter Funds & Strategy n°128, 2013

Controling the volatility of an insurance company solvency, The letter Funds & Strategy n°115, 2012

The interest of hedging techniques under Solvency II, The letter Funds & Strategy n°114, 2012

Growing interest in diversifying asset classes, The letter Funds & Strategy n°113, 2012