Handbook of Sustainable Finance
Author Thierry Roncalli
DateJanuary 13, 2023
Format17.8 x 5.5 x 25.4 cm
- This comprehensive textbook offers readers the chance to develop a sound understanding of sustainable finance and the mathematical models
that drive esg and climate risk.
- Contains xxx exercises, xxx figures and more than xxx examples and illustrations.
- Download the electronic version
- Download the Matlab toolbox and the corresponding programs
- Download the tex source of the handbook
- Download the pdf files of the charts
- Download the slides
Lecture 1 (Introduction),
Lecture 2 (ESG Scoring),
Lecture 3 (Impact of ESG Investing on Asset Prices and Portfolio Returns),
Lecture 4 (Equity Portfolio Optimization with ESG Scores),
Lecture 5 (Sustainable Financial Products, Impact Investing & Engagement),
Lecture 6 (Global Warning & Climate Change),
Lecture 7 (Economic Modeling of Climate Change),
Lecture 8 (Climate Risk Measures),
Lecture 9 (Transition Risk Modeling),
Lecture 10 (Climate Portfolio Construction),
Lecture 11 (Equity and Bond Portfolio Optimization with Green Preferences),
Lecture 12 (Physical Risk Modeling),
Lecture 13 (Climate Stress Testing and Risk Management).
- Download the merged file of the slides
- Download the TeX source of the slides
- Download the old slides of the course in Sustainable Finance
- Download examination
- Download project
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