ILB Brief

Last modification: 07/20/2022

The Institut Louis Bachelier offers a whole new way of sharing and disseminating scientific knowledge in the field of research in economics and finance. These are 4 to 6 minute videos highlighting the work of an ILB researcher.

ILB Brief: Green and Sustainable Finance series

ILB Brief: Green and Sustainable Finance series - Aymeric Kalife

07/18/2022

The series of videos featuring ILB experts continues with ILB Brief: Green and Sustainable Finance series where our guest Aymeric Kalife shares his analysis on reconciling sustainability with profitability and customers’ risk appetites.

We invite you to consult:

Responsible investing: The ESG-efficient frontier. Pedersen et al. 2021; JFE
ESG: a new dimension in portfolio allocation. De Spiegeleer et al. 2021. Journal of Sustainable Finance & Investment

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ILB Brief: Green and Sustainable Finance series - Clémence Alasseur

01/25/2022

The series of videos featuring ILB experts continues with ILB Brief: Green and Sustainable Finance series where our guest Clémence Alasseur shares her analysis of electricity markets in the context of the energy transition.

We invite you to consult:

MFG model with a long-lived penalty at random jump times: application to demand side management for electricity contracts.
An extended Mean Field Game for Storages

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ILB Brief: Green and Sustainable Finance series - Jean Boissinot

12/13/2021

The series of videos featuring ILB Network experts continues with ILB Brief: Green and Sustainable Finance series where our guest Jean Boissinot shares his analysis of macro-financial climate scenarios.

We invite you to consult:

NGFS Scenarios Portal here;
NGFS report “Scenarios in Action” here;
Banque de France Working Paper “Climate-Related Scenarios for Financial Stability Assessment: an Application to France” here.

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ILB Brief: Green and Sustainable Finance series - Jean-Michel Lasry

11/29/2021

The series of videos featuring ILB Network experts continues with ILB Brief: Green and Sustainable Finance series where our guest Jean-Michel Lasry shares his analysis of equilibrium models for large populations.

We invite you to consult:

Mean field games
Jeux à champ moyen. i–le cas stationnaire
Jeux à champ moyen. II–Horizon fini et contrôle optimal
Mean field games and applications
The master equation and the convergence problem in mean field games
Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach

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ILB Brief: Fellow series

ILB Brief: Fellow series - Paul Besson

06/09/2021

For its third series, the ILB Brief celebrates the Louis Bachelier Fellows elected in 2021. More than 80 new Fellows have joined the community and among them, you will discover three of them, in these videos, from the Profesional Fellows category. Here, Paul Besson from Euronext explains what quantitative research is and what its applications are.

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ILB Brief: Fellow series - Julie Raynaud

06/09/2021

For its third series, the ILB Brief celebrates the Louis Bachelier Fellows elected in 2021. More than 80 new Fellows have joined the community and among them, you will discover three, in these videos, from the Profesional Fellows category. Here, Julie Raynaud* from Green and Sustainable Finance (ILB) explains her work on the “Environmental Risk Impact Assessment Method for Investment Portfolios”.

*You will have noticed a difference in the way these 3 ILB Briefs were produced. Indeed, we had to submit to the restrictions and various stages of containment related to the Covid-19 pandemic. Julie and Aimé played the game and accepted to film themselves. We thank them for this.

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ILB Brief: Fellow series - Aimé Lachapelle

06/09/2021

For its third series, the ILB Brief celebrates the Louis Bachelier Fellows elected in 2021. More than 80 new Fellows have joined the community and among them, you will discover three, in these videos, from the Profesional Fellows category. Here, Aimé Lachapelle* of Emerton Data shows us how Artificial Intelligence is an asset for companies.

*You will have noticed a difference in the way these 3 ILB Briefs were produced. Indeed, we had to submit to the restrictions and various stages of containment related to the Covid-19 pandemic. Julie and Aimé therefore played along and agreed to film themselves. We thank them for this.

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ILB Brief: Risk Forum series

ILB Brief: Women@ILB series

ILB Brief: Women@ILB series - Marie Brière

12/21/2020

In this issue – the research work of Marie Brière, Head of the Investor Research Center at Amundi Asset Management and member of the Scientific Board of the Institut Louis Bachelier, on long-term investment decisions.

We invite you to consult:

Choice Overload? Participation and Asset Allocation in French Employer-Sponsored Saving Plans
Green Sentiment, Stock Returns, and Corporate Behavior
Responsible Investing and Stock Allocation
Sovereign Wealth and Risk Management: A Framework for Optimal Asset Allocation of Sovereign Wealth

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ILB Brief: Women@ILB series - Caroline Hillairet

11/20/2020

The “ILB Brief” series continues with this fourth issue labeled Women@ILB. In this issue, the research work of Caroline Hillairet, Researcher in Applied Mathematics at the “Finance and Insurance” Laboratory of CREST and Academic Fellow at the Institut Louis Bachelier, on the dynamic modeling of random phenomena.

We invite you to consult:

Multivariate Hawkes process for cyber insurance
Propagation of cyber incidents in an insurance portfolio
Cyber contagion: impact of the network structure on the losses of an insurance portfolio
Le prix du risque de longévité
Ramsey Rule with Progressive Utilityin Long Term Yield Curves Modeling

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ILB Brief: Women@ILB series - Christine Balagué

11/06/2020

In this issue – the research work of Christine Balagué, Professor of Social Sciences at Institut Mines-Télécom Business School and Holder of the Good in Tech Chair at the Institut Louis Bachelier, on responsible digital innovation and ethics of artificial intelligence.

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ILB Brief: Women@ILB series - Anna Creti

10/19/2020

In this issue – the research work of Anna Creti, Professor of Economics at Paris Dauphine-PSL University and Director of the Climate Economics Chair at the Institut Louis Bachelier, on responsible and efficient management of the energy sector.

We invite to consult:

Sustainable technologies to help the energy market
Introduction: special issue on weather and climate impacts in developing countries
Energy, climate and development: From international heterogeneity to local implementation

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ILB Brief: Women@ILB series - Patricia Crifo

10/20/2020

In this issue – the research work of Patricia Crifo, Professor at the École Polytechnique and co-director of the Sustainable Finance and Responsible Investment Chair at the Institut Louis Bachelier, on social and environmental responsibility.

You can visit Patricia Crifo’s personal website here.

 

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