IDEAS home Printed from https://ideas.repec.org/f/pze202.html
   My authors  Follow this author

Olivier David Zerbib

Personal Details

First Name:Olivier
Middle Name:David
Last Name:Zerbib
Suffix:
RePEc Short-ID:pze202
[This author has chosen not to make the email address public]

Affiliation

Centre de Recherche en Économie et Statistique (CREST)

Palaiseau, France
http://crest.science/
RePEc:edi:crestfr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Tiziano De Angelis & Peter Tankov & Olivier David Zerbib, 2022. "Climate Impact Investing," Carlo Alberto Notebooks 676 JEL Classification: G, Collegio Carlo Alberto.
  2. Gunther Capelle-Blancard & Adrien Desroziers & Olivier David Zerbib, 2021. "Socially Responsible Investing Strategies under Pressure: Evidence from the COVID-19 Crisis," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-03526650, HAL.
  3. Areski Cousin & Ying Jiao & Christian y Robert & Olivier David Zerbib, 2021. "Optimal asset allocation subject to withdrawal risk and solvency constraints," Working Papers hal-03244380, HAL.
  4. Zerbib, Olivier David, 2020. "Asset pricing and impact investing with pro-environmental preferences," Other publications TiSEM f0eaf05f-2a04-4ca0-84e3-3, Tilburg University, School of Economics and Management.
  5. Olivier David Zerbib, 2020. "A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from Green Investing and Sin Stock Exclusion," Working Papers hal-02570021, HAL.
  6. Tiziano de Angelis & Tankov Peter & Olivier David Zerbib, 2020. "Environmental Impact Investing," Working Papers hal-02570011, HAL.
  7. Olivier David Zerbib, 2019. "The effect of pro-environmental preferences on bond prices: Evidence from green bonds," Post-Print halshs-02008641, HAL.
  8. Christian Yann Robert & Areski Cousin & Ying Jiao & Olivier David Zerbib, 2016. "Asset allocation strategies in the presence of liability constraints," Post-Print hal-02006791, HAL.

Articles

  1. Coqueret, Guillaume & Giroux, Thomas & Zerbib, Olivier David, 2025. "The biodiversity premium," Ecological Economics, Elsevier, vol. 228(C).
  2. Thomas Giroux & Julien Royer & Olivier David Zerbib, 2024. "Empirical Asset Pricing with Score-Driven Conditional Betas†," Journal of Financial Econometrics, Oxford University Press, vol. 22(5), pages 1310-1344.
  3. Tiziano De Angelis & Peter Tankov & Olivier David Zerbib, 2023. "Climate Impact Investing," Management Science, INFORMS, vol. 69(12), pages 7669-7692, December.
  4. Areski Cousin & Ying Jiao & Christian Yann Robert & Olivier David Zerbib, 2022. "Optimal Asset Allocation Subject to Withdrawal Risk and Solvency Constraints," Risks, MDPI, vol. 10(1), pages 1-28, January.
  5. Olivier David Zerbib, 2022. "A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from Environmental Integration and Sin Stock Exclusion [Asset pricing with liquidity risk]," Review of Finance, European Finance Association, vol. 26(6), pages 1345-1388.
  6. Jean-Guillaume Péladan & Julie Raynaud & Peter Tankov & Olivier David Zerbib, 2020. "Indicateurs environnementaux : caractéristiques d'une mesure agrégée pertinente," Revue d'économie financière, Association d'économie financière, vol. 0(2), pages 177-192.
  7. Zerbib, Olivier David, 2019. "The effect of pro-environmental preferences on bond prices: Evidence from green bonds," Journal of Banking & Finance, Elsevier, vol. 98(C), pages 39-60.
  8. Cousin, Areski & Jiao, Ying & Robert, Christian Y. & Zerbib, Olivier David, 2016. "Asset allocation strategies in the presence of liability constraints," Insurance: Mathematics and Economics, Elsevier, vol. 70(C), pages 327-338.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ENV: Environmental Economics (2) 2020-12-14 2022-06-20. Author is listed
  2. NEP-AGR: Agricultural Economics (1) 2020-12-14. Author is listed
  3. NEP-BAN: Banking (1) 2021-06-28. Author is listed
  4. NEP-ENE: Energy Economics (1) 2022-06-20. Author is listed
  5. NEP-RMG: Risk Management (1) 2021-06-28. Author is listed
  6. NEP-UPT: Utility Models and Prospect Theory (1) 2021-06-28. Author is listed

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Olivier David Zerbib should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.