Sustainable Finance

It is an advanced course in sustainable finance (theory and applications). The course is given at the University of Evry/Paris-Saclay, ENSAE, University of Paris Cité and Sciences Sorbonne University .

Description

• Introduction
• ESG Investing
• Impact of ESG Investing on Asset Prices and Portfolio Returns
• Equity Portfolio Optimization with ESG Scores
• Sustainable Financial Products, Impact Investing & Engagement
• Global Warming & Climate Change
• Economic Modeling of Climate Change
• Climate Risk Measures
• Transition Risk Modeling
• Climate Portfolio Construction
• Equity and Bond Portfolio Optimization with Green Preferences
• Physical Risk Modeling
• Climate Stress Testing and Risk Management

Materials

• Textbook: Roncalli, T. (2023), Handbook of Sustainable Finance (562 pages)

• Download the Presentation Slides on Sustainable Finance (1114 pages)

• Download the presentation slides
  1. Lecture 1 (Introduction)
  2. Lecture 2 (ESG Scoring)
  3. Lecture 3 (Impact of ESG Investing on Asset Prices and Portfolio Returns)
  4. Lecture 4 (Equity Portfolio Optimization with ESG Scores)
  5. Lecture 5 (Sustainable Financial Products, Impact Investing & Engagement)
  6. Lecture 6 (Global Warning & Climate Change)
  7. Lecture 7 (Economic Modeling of Climate Change)
  8. Lecture 8 (Climate Risk Measures)
  9. Lecture 9 (Transition Risk Modeling)
  10. Lecture 10 (Climate Portfolio Construction)
  11. Lecture 11 (Equity and Bond Portfolio Optimization with Green Preferences)
  12. Lecture 12 (Physical Risk Modeling)
  13. Lecture 13 (Climate Stress Testing and Risk Management)
• Download the Merged PDF File of the 6 lectures
• Download the TeX Source of the slides

• Download examination 2022, 2023.

Old version of the slides

• Download the Presentation Slides on ESG & Climate Risks (736 pages)

• Download the presentation slides
  1. Lecture 1 (Introduction to Sustainable Finance)
  2. Lecture 2 (ESG Investing)
  3. Lecture 3 (Other ESG Topics)
  4. Lecture 4 (Climate Risk)
  5. Lecture 5 (Climate Investing)
  6. Lecture 6 (Mathematical Analysis and Exercises)
• Download the Merged PDF File of the 6 lectures
• Download the TeX Source of the slides

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