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Thierry Roncalli

1 paper hereh-index 234 citations8 works total

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author position
  • middle author1

Across the 1 of 1 paper where every author was matched, so the position is known.

fields
  • q-fin.PM1
same name
  • Thierry Roncalli — 1 paper

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

most citedMeasuring and Managing Carbon Risk in Investment Portfolios

4 citations · 4 across the 1 of their papers we have counts for

collaborators

1 paper

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…

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