5 citations · 9 across the 2 of their papers we have counts for
3 papers
eess.SY2022
Variable-Depth Simulation of Most Permissive Boolean Networks
Théo Roncalli, Loïc Paulevé
In systems biology, Boolean networks (BNs) aim at modeling the qualitative dynamics of quantitative biological systems. Contrary to their (a)synchronous interpretations, the Most P…
q-fin.PM2021★ 5 cited
The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfolio
Théo Roncalli, Théo Le Guenedal, Frédéric Lepetit +2
Like ESG investing, climate change is an important concern for asset managers and owners, and a new challenge for portfolio construction. Until now, investors have mainly measured…
q-fin.PM2020★ 4 cited
Measuring and Managing Carbon Risk in Investment Portfolios
Théo Roncalli, Théo Le Guenedal, Frédéric Lepetit +2
This article studies the impact of carbon risk on stock pricing. To address this, we consider the seminal approach of Görgen \textsl{et al.} (2019), who proposed estimating the car…