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researcher

Théo Roncalli

3 papers hereh-index 355 citations4 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • q-fin.PM2
  • eess.SY1

identity via Semantic Scholar / OpenAlex

activity
20202022
most citedThe Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfolio

5 citations · 9 across the 2 of their papers we have counts for

collaborators
Showing 2021Show all

1 paper · 1 filter

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…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.