Details about Mathieu Mercadier

Access statistics for papers by Mathieu Mercadier.

Last updated 2026-04-12. Update your information in the RePEc Author Service.

Short-id: pme946

Working Papers

2024

1. How can Socially Responsible Investment Labels be more Relevant? An Analysis of a Multi-Grade Labelling Scheme for Sustainable Mutual Funds
   Post-Print, HAL
2. Le label investissement socialement responsable connaît un grand succès qui le fait néanmoins perdre quelque peu en lisibilité. Que penser des pistes récemment proposées pour le réformer ?
   Post-Print, HAL

2021

3. A one-sided Vysochanskii-Petunin inequality with financial applications
   Post-Print, HAL View citations (3)
   See also Journal Article A one-sided Vysochanskii-Petunin inequality with financial applications, European Journal of Operational Research, Elsevier (2021) View citations (3) (2021)
4. Credit spread approximation and improvement using random forest regression
   Papers, arXiv.org
   Also in Post-Print, HAL (2019) View citations (15)
   Post-Print, HAL (2019) View citations (12)
   See also Journal Article Credit spread approximation and improvement using random forest regression, European Journal of Operational Research, Elsevier (2019) View citations (14) (2019)

Journal Articles

2025

1. How Do Socially Responsible Investment Funds Go Green? The Influence of Investment Styles and managers' Experience
   International Journal of Finance & Economics, 2025, 30, (3), 3138-3168
2. Monitoring bank risk around the world using unsupervised learning
   European Journal of Operational Research, 2025, 324, (2), 590-615

2024

3. Bank insolvency risk, Z-score measures and unimodal returns: A refinement
   The Quarterly Review of Economics and Finance, 2024, 98, (C) View citations (2)

2023

4. (Simple) ΔCoVaR bounds
   Applied Economics Letters, 2023, 30, (14), 1874-1881

2021

5. A one-sided Vysochanskii-Petunin inequality with financial applications
   European Journal of Operational Research, 2021, 295, (1), 374-377 View citations (3)
   See also Working Paper A one-sided Vysochanskii-Petunin inequality with financial applications, Post-Print (2021) View citations (3) (2021)

2019

6. Credit spread approximation and improvement using random forest regression
   European Journal of Operational Research, 2019, 277, (1), 351-365 View citations (14)
   See also Working Paper Credit spread approximation and improvement using random forest regression, Papers (2021) (2021)

Chapters

2022

1. CDS Approximation Accuracy Improvement with Cart and Random Forest Algorithms Based on a Time Span Including the COVID-19 Pandemic Period
   Chapter 3 in Recent Trends in Financial Engineering Towards More Sustainable Social Impact, 2022, pp 39-63