Olivier David Zerbib

Boston University

595 Commonwealth Avenue

Boston, MA MA 02215

United States

SCHOLARLY PAPERS

6

DOWNLOADS
Rank 7,218

SSRN RANKINGS

Top 7,218

in Total Papers Downloads

8,113

SSRN CITATIONS
Rank 36,091

SSRN RANKINGS

Top 36,091

in Total Papers Citations

11

CROSSREF CITATIONS

11

Scholarly Papers (6)

1.

Is There a Green Bond Premium? The Yield Differential Between Green and Conventional Bonds

Published in the Journal of Banking and Finance, Vol. 98 (p. 39-60), 2019, as "The effect of pro-environmental preferences on bond prices: Evidence from green bonds".
Number of pages: 67 Posted: 27 Dec 2016 Last Revised: 28 May 2021
Olivier David Zerbib
Boston University
Downloads 3,842 (3,417)
Citation 10

Abstract:

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Green bonds, Low-carbon finance, Environmental finance, Asset management, Market microstructure, Liquidity, Green macroprudential regulation

2.

A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from Green Investing and Sin Stock Exclusion

Proceedings of Paris December 2020 Finance Meeting EUROFIDAI - ESSEC
Number of pages: 97 Posted: 20 Sep 2019 Last Revised: 14 Oct 2020
Olivier David Zerbib
Boston University
Downloads 2,827 (5,759)
Citation 14

Abstract:

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sustainable finance, environmental finance, behavioral finance, ESG, tastes, sin stocks, segmentation

3.

Climate Impact Investing

Number of pages: 77 Posted: 13 Apr 2020 Last Revised: 01 Jul 2021
Tiziano De Angelis, Peter Tankov and Olivier David Zerbib
University of Manchester, ENSAE, Institut Polytechnique de Paris and Boston University
Downloads 1,192 (22,616)
Citation 4

Abstract:

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Environmental finance, socially responsible investing, ESG, impact investing

4.

Indicateurs Environnementaux: Caractéristiques D’une Mesure Agrégée Pertinente (Environmental Indicators: Conditions for a Relevant Aggregated Measure)

Number of pages: 13 Posted: 14 Jul 2020 Last Revised: 21 Aug 2020
Sycomore Asset Management, affiliation not provided to SSRN, ENSAE, Institut Polytechnique de Paris and Boston University
Downloads 179 (214,050)

Abstract:

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sustainable finance, environmental indicators, impact measures, aggregation

5.

Optimal Asset Allocation Subject to Liquidity and Withdrawal Risks

Number of pages: 39 Posted: 08 Jan 2021
Areski Cousin, Ying Jiao, Christian Robert and Olivier David Zerbib
affiliation not provided to SSRN, Universit ?e Claude Bernard-Lyon 1, Institut de Science Financier et d’Assurances, University of Claude Bernard Lyon 1 - Institute of Finance and Insurance Science (ISFA) and Boston University
Downloads 73 (404,042)

Abstract:

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Asset allocation, ALM, liquidity risk, withdrawal risk

6.

Socially Responsible Investing Strategies under Pressure: Evidence from COVID-19

Posted: 19 Feb 2021
Gunther Capelle-Blancard, Adrien Desroziers and Olivier David Zerbib
Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES), Université Paris I Panthéon-Sorbonne - Centre d'Economie de la Sorbonne (CES) and Boston University

Abstract:

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COVID-19, Socially Responsible Investing, Corporate Social Responsibility, ESG performance, Passive management