User profiles for Fabio Alessandrini
Fabio AlessandriniUniversity 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 …
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 …
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 …
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 …
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 …
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 …
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 …
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
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 …
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 …
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 …
papers by author-supplied keyword. The keyword is followed by the name of the primary …