O
Olivier David Zerbib
Researcher at Tilburg University
Publications - 11
Citations - 567
Olivier David Zerbib is an academic researcher from Tilburg University. The author has contributed to research in topics: Capital asset pricing model & Asset allocation. The author has an hindex of 4, co-authored 7 publications receiving 245 citations. Previous affiliations of Olivier David Zerbib include INSEE & University of Lyon.
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The effect of pro-environmental preferences on bond prices: Evidence from green bonds
TL;DR: In this paper, the authors used green bonds as an instrument to identify the effect of non-pecuniary motives, specifically pro-environmental preferences, on bond market prices.
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A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from Green Investing and Sin Stock Exclusion
TL;DR: In this paper, the authors developed an asset pricing model with partial segmentation and heterogeneous preferences for green investing and sin stock exclusion and found that the annual taste effect ranges from -1.12% to +0.14% for the different industries and the average exclusion effect is 1.43%.
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A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from Environmental Integration and Sin Stock Exclusion
TL;DR: In this paper , the authors developed an asset pricing model with partial segmentation and heterogeneous preferences for U.S. stocks and showed how sustainable investing through the joint practice of exclusionary screening and environmental, social, and governance (ESG) integration affects asset returns.
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Asset allocation strategies in the presence of liability constraints
TL;DR: This work proposes an optimal asset allocation approach taking into account liability constraints to build a benchmark that will be used to compare the ex-post effective performance of the asset manager to the effectiveperformance of theEx-ante optimal dynamic asset allocation.
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