5 citations · 13 across the 3 of their papers we have counts for
3 papers
Detecting Greenwashing: A Natural Language Processing Literature Survey
Tom Calamai, Oana Balalau, Théo Le Guenedal +1
Greenwashing refers to practices by corporations or governments that intentionally mislead the public about their environmental impact. This paper provides a comprehensive and meth…
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…
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…