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