User profiles for Fabio Alessandrini

Fabio Alessandrini

University of Lausanne
Verified email at unil.ch
Cited by 256

ESG investing: From sin stocks to smart beta

F Alessandrini, E Jondeau - The Journal of Portfolio …, 2020 - jpm.pm-research.com
Research on socially responsible investment in equity markets initially focused on sin stocks.
Since then, the availability of data has been extended substantially and now covers …

Optimal strategies for ESG portfolios

F Alessandrini, E Jondeau - The Journal of Portfolio …, 2021 - jpm.pm-research.com
Previous research has provided evidence that in the last decade, investing according to
screening based on environmental, social, and governance (ESG) criteria would have allowed …

Credit Risk, Interest Rate Risk, and the Business Cycle.

F Alessandrini - Journal of Fixed Income, 1999 - elibrary.ru
Credit Risk, Interest Rate Risk, and the Business Cycle. КОРЗИНА ПОИСК НАВИГАТОР
ЖУРНАЛЫ КНИГИ ПАТЕНТЫ ПОИСК АВТОРЫ ОРГАНИЗАЦИИ КЛЮЧЕВЫЕ СЛОВА …

ESG screening in the fixed-income universe

F Alessandrini, D Baptista Balula… - Swiss Finance Institute …, 2021 - papers.ssrn.com
This paper evaluates the impact of a screening process based on Environment, Social, and
Governance (ESG) scores for an otherwise passive portfolio of investment-grade corporate …

[BOOK][B] Introducing capital structure in a production economy: implications for investment, debt and dividends

F Alessandrini - 2003 - unil.ch
This model adds to the standard neoclassical model of business fluctuations by introducing
a more realistic capital structure problem, where firms have to balance the tax benefits of …

[BOOK][B] Do Financial Variables Provide Information About the Swiss Business Cycle?

F Alessandrini - 2003 - core.ac.uk
This paper extends the literature on the information content of financial variables with respect
to future economic growth. It shows that variables originating from both the equity market …

[BOOK][B] Some additional evidence from the credit channel on the response to monetary shocks: looking for asymmetries

F Alessandrini - 2003 - core.ac.uk
The credit channel of monetary policy has both cross-sectional and timeseries implications
for the reaction of the economy to monetary shocks. This paper focuses on the more rarely …

How Sustainable Is Swiss Real Estate? Evidence from Institutional Property Portfolios

F Alessandrini, E Jondeau, G Lang… - … from Institutional Property …, 2022 - papers.ssrn.com
We evaluate the sustainability of real estate investment vehicles in Switzerland according to
the three Environmental, Social, and Governance (ESG) pillars. For this purpose, we …

[PDF][PDF] PRESS: The methodology of the Public Real Estate Sustainability Switzerland scores

F Alessandrini, F Arbrez-Gindre, N Delacrétaz… - 2023 - crml.ch
This document presents the methodology followed in the development of the Public Real
Estate Sustainability Switzerland (PRESS) scores. The PRESS scores, a pioneering initiative of …

Parry, Ian WH Accountability von Ungern-Stemberg, Th Acquirer

…, L Karp, G Lasserre, P Surico, F Alessandrini… - cambridge.org
Keyword Index Page 1 KEYWORD INDEX This section contains an index of current working
papers by author-supplied keyword. The keyword is followed by the name of the primary …