Working paper
Seminars: London School of Economics, Paris Dauphine University, CREST (École Polytechnique - ENSAE), ISFA, Tilburg University (scheduled), Toulouse School of Economics (scheduled), University of Luxembourg (scheduled), Climate Economics Chair (scheduled), University of Lille (scheduled), University of Orléans (scheduled).
Publications
The effect of pro-environmental preferences on bond prices: Evidence from green bonds, Journal of Banking and Finance, 2019
Best Paper Award, International Conference on Energy, Finance and the Macroeconomy (2017), Winner of the SUERF/UniCredit Foundation & Universities Research Prize (2018), Best Paper Award, International Conference on Finance (2018).Asset allocation strategies in the presence of liability constraints, with Areski Cousin, Ying Jiao and Christian Robert, Insurance: Mathematics and Economics, 2016
Other publication (medical)
Sporadic kidney cancer of young subjects: study of the clinical and pathological features of a bicentric cohort, with Jérémy Cohen, Olivier Timsit, Morgan Rouprêt, Virginie Verkarre, Eva Comperat, Arnaud Mejean, Olivier Bitker, Prog. Urol., 2018
Professional publications and policy papers
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
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 (See Guéant, Guesnerie and Lasry, Ecological Intuition versus Economic “Reason”, Journal of Public Economic Theory, 2012, for further developments)