Presentations (including scheduled): LSE, Zurich, Bologna, Paris Sorbonne, Toulouse, Paris Asset Pricing Breakfast, EM Lyon, French Finance Association Conference, European Commission Joint Research Center, 2024 Green Finance Research Advances, 2024 Paris Finance December Meeting, the Institut Henri Poincaré seminar (FDD-FIME).
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
Research Prize Finalist, European Investment Forum - University of Cambridge (2021)Best Paper Award, Paris December Meeting (2020).#1 most cited article in the JBF over 3 years and 5 years after publication. 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).Publications in actuarial sciences
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