Handbook of Sustainable Finance
Author
Thierry Roncalli
Date
January 13, 2023
Format
17.8 x 5.5 x 25.4 cm
Hardcover
850 pages
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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 (850 pages, 25.8 MB)
Alternative versions:
PDF High Resolution (28.2 MB),
PDF Medium Resolution (27.2 MB),
PDF Low Resolution (26.9 MB),
PDF Compact (39.5 MB),
PNG High Resolution (74.1 MB),
PNG Medium Resolution (42.9 MB),
PNG Low Resolution (28.5 MB).
Download the Matlab toolbox and the corresponding programs (16.4 MB)
Download the tex source of the handbook (670 KB)
Download the pdf files of the charts (20.3 MB)
Alternative versions:
PDF High Resolution (22.3 MB),
PDF Medium Resolution (23.8 MB),
PDF Low Resolution (23.5 MB),
PDF Compact (34.5 MB),
PNG High Resolution (67.4 MB),
PNG Medium Resolution (39.8 MB),
PNG Low Resolution (26.1 MB).
Download the slides
Lecture 1 (Introduction) ,
Lecture 2 (ESG Scoring) ,
Lecture 3 (Impact of ESG Investing on Asset Prices and Portfolio Returns) ,
Lecture 3 (Exercise: Equity Portfolio Optimization with ESG Scores) ,
Lecture 4 (Sustainable Financial Products) ,
Lecture 5 (Impact Investing) ,
Lecture 6 (Engagement & Voting Policy) ,
Lecture 7 (Extra-financial Accouting) ,
Lecture 8 (Awareness of Climate Change Impacts) ,
Lecture 9 (The Ecosystem of Climate Change) ,
Lecture 10 (Economic Models & Climate Change) ,
Lecture 11 (Climate Risk Measures) ,
Lecture 12 (Transition Risk Modeling) ,
Lecture 13 (Climate Portfolio Construction) ,
Lecture 13 (Exercise: Equity and Bond Portfolio Optimization with Green Preferences) ,
Lecture 14 (Physical Risk Modeling) ,
Lecture 15 (Climate Stress Testing and Risk Management) .
Download the merged file of the slides (1665 pages)
Download the TeX source of the slides
Download the old slides of the course in Sustainable Finance: 2022 and
2023
Download examination
2022 ,
2023 .
Download project
M2 UPMC .
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