This research is an update of the study that we published last year (Bennani et al., 2018)
and that explored the impact of ESG investing on asset pricing in the stock market. It extends …

To avoid the worst climate change scenario, Greenhouse Gas (GHG) emissions need to be
drastically reduced over the coming decades. Placing an adequate price on GHG emissions, …

Climate change is a subject that has been largely addressed from both macroeconomic and
energetic standpoints. Integration of climate variables and natural capital into the traditional …

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 …

This article studies the impact of carbon risk on stock pricing. To address this, we consider
the seminal approach of G\"orgen \textsl{et al.} (2019), who proposed estimating the carbon …

ESG investing has gained considerable traction over the past few years and, alongside
smart beta, factor investing and alternative risk premia, is one of the current hot topics for the …

Because of the 2015 Paris Agreement, the development of ESG investing and the
emergence of net zero emission policies, climate risk is certainly the most important topic and …

… on carbon emissions trajectories proposed by Le Guenedal et al.(2020) and a companion
study of the climate risk measures defined by Le Guenedal and Roncalli (2022). While Le …

ESG investing's popularity has continually increased in the past five years. ESG data is
increasingly integrated into investment processes. However, the information contained in ESG-…

In order to meet the objectives set by the Paris Climate Agreement, global greenhouse gas
emissions must be drastically reduced. One way to achieve this goal is to set an effective …