Search Results for author: Théo Roncalli

Found 3 papers, 1 papers with code

Variable-Depth Simulation of Most Permissive Boolean Networks

1 code implementation25 Jun 2022 Théo Roncalli, Loïc Paulevé

This permissive depth reflects the potential concentration and time scales heterogeneity along the abstracted quantitative process.

The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfolio

no code implementations26 Jan 2021 Théo Roncalli, Théo Le Guenedal, Frédéric Lepetit, Thierry Roncalli, Takaya Sekine

Like ESG investing, climate change is an important concern for asset managers and owners, and a new challenge for portfolio construction.

Measuring and Managing Carbon Risk in Investment Portfolios

no code implementations30 Aug 2020 Théo Roncalli, Théo Le Guenedal, Frédéric Lepetit, Thierry Roncalli, Takaya Sekine

In the second part of the article, we focus on the carbon risk management of investment portfolios.

Management

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