Details about Olivier David Zerbib

Access statistics for papers by Olivier David Zerbib.

Last updated 2025-04-24. Update your information in the RePEc Author Service.

Short-id: pze202

Working Papers

2025

1. The biodiversity premium
   Post-Print, HAL View citations (4)
   See also Journal Article The biodiversity premium, Ecological Economics, Elsevier (2025) View citations (4) (2025)

2022

2. Climate Impact Investing
   Carlo Alberto Notebooks, Collegio Carlo Alberto View citations (15)
   See also Journal Article Climate Impact Investing, Management Science, INFORMS (2023) View citations (8) (2023)

2021

3. Optimal asset allocation subject to withdrawal risk and solvency constraints
   Working Papers, HAL
   See also Journal Article Optimal Asset Allocation Subject to Withdrawal Risk and Solvency Constraints, Risks, MDPI (2022) View citations (1) (2022)
4. Socially Responsible Investing Strategies under Pressure: Evidence from the COVID-19 Crisis
   Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers), HAL View citations (6)
   Also in Post-Print, HAL (2021) View citations (6)

2020

5. A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from Green Investing and Sin Stock Exclusion
   Working Papers, HAL View citations (20)
6. Asset pricing and impact investing with pro-environmental preferences
   Other publications TiSEM, Tilburg University, School of Economics and Management View citations (1)
7. Environmental Impact Investing
   Working Papers, HAL View citations (3)

2019

8. The effect of pro-environmental preferences on bond prices: Evidence from green bonds
   Post-Print, HAL View citations (381)
   See also Journal Article The effect of pro-environmental preferences on bond prices: Evidence from green bonds, Journal of Banking & Finance, Elsevier (2019) View citations (429) (2019)

2016

9. Asset allocation strategies in the presence of liability constraints
   Post-Print, HAL View citations (1)
   See also Journal Article Asset allocation strategies in the presence of liability constraints, Insurance: Mathematics and Economics, Elsevier (2016) View citations (1) (2016)

Journal Articles

2025

1. The biodiversity premium
   Ecological Economics, 2025, 228, (C) View citations (4)
   See also Working Paper The biodiversity premium, Post-Print (2025) View citations (4) (2025)

2024

2. Empirical Asset Pricing with Score-Driven Conditional Betas†
   Journal of Financial Econometrics, 2024, 22, (5), 1310-1344

2023

3. Climate Impact Investing
   Management Science, 2023, 69, (12), 7669-7692 View citations (8)
   See also Working Paper Climate Impact Investing, Carlo Alberto Notebooks (2022) View citations (15) (2022)

2022

4. A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from Environmental Integration and Sin Stock Exclusion*
   (Asset pricing with liquidity risk)
   Review of Finance, 2022, 26, (6), 1345-1388 View citations (42)
5. Optimal Asset Allocation Subject to Withdrawal Risk and Solvency Constraints
   Risks, 2022, 10, (1), 1-28 View citations (1)
   See also Working Paper Optimal asset allocation subject to withdrawal risk and solvency constraints, Working Papers (2021) (2021)

2020

6. Indicateurs environnementaux: caractéristiques d'une mesure agrégée pertinente
   Revue d'économie financière, 2020, N° 138, (2), 177-192

2019

7. The effect of pro-environmental preferences on bond prices: Evidence from green bonds
   Journal of Banking & Finance, 2019, 98, (C), 39-60 View citations (429)
   See also Working Paper The effect of pro-environmental preferences on bond prices: Evidence from green bonds, Post-Print (2019) View citations (381) (2019)

2016

8. Asset allocation strategies in the presence of liability constraints
   Insurance: Mathematics and Economics, 2016, 70, (C), 327-338 View citations (1)
   See also Working Paper Asset allocation strategies in the presence of liability constraints, Post-Print (2016) View citations (1) (2016)