Olivier David Zerbib

Tilburg University - Tilburg University School of Economics and Management

PO Box 90153

Tilburg, 5000 LE Ti

Netherlands

University of Claude Bernard Lyon 1 - Institute of Finance and Insurance Science (ISFA)

50, Avenue Tony Garnier

Lyon Cedex 07, 69366

France

National Institute of Statistics and Economic Studies (INSEE) - Center for Research in Economics and Statistics (CREST)

5 avenue Henry Le Chatelier

Palaiseau, 91764

France

SCHOLARLY PAPERS

6

DOWNLOADS
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Top 8,842

in Total Papers Downloads

6,331

SSRN CITATIONS
Rank 46,688

SSRN RANKINGS

Top 46,688

in Total Papers Citations

7

CROSSREF CITATIONS

7

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: 15 Feb 2019
Olivier David Zerbib
Tilburg University - Tilburg University School of Economics and Management
Downloads 3,357 (3,828)
Citation 6

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
Tilburg University - Tilburg University School of Economics and Management
Downloads 1,932 (9,716)
Citation 8

Abstract:

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

3.

Environmental Impact Investing

Number of pages: 60 Posted: 13 Apr 2020 Last Revised: 14 Jul 2020
Tiziano De Angelis, Peter Tankov and Olivier David Zerbib
University of Manchester, ENSAE Paris and Tilburg University - Tilburg University School of Economics and Management
Downloads 762 (39,159)
Citation 3

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 Paris and Tilburg University - Tilburg University School of Economics and Management
Downloads 127 (264,450)

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sustainable finance, environmental indicators, impact measures, aggregation

5.

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

Number of pages: 41 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 Tilburg University - Tilburg University School of Economics and Management
Downloads 109 (299,107)

Abstract:

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

6.

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 Tilburg University - Tilburg University School of Economics and Management
Downloads 44 (480,550)

Abstract:

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Asset allocation, ALM, liquidity risk, withdrawal risk