Portfolio item number 1
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portfolio
Portfolio item number 2
Short description of portfolio item number 2
publications
Paper Title Number 2
Published in Journal 1, 2010
This paper is about the number 2. The number 3 is left for future work.
Recommended citation: Your Name, You. (2010). "Paper Title Number 2." Journal 1. 1(2).
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Paper Title Number 3
Published in Journal 1, 2015
This paper is about the number 3. The number 4 is left for future work.
Recommended citation: Your Name, You. (2015). "Paper Title Number 3." Journal 1. 1(3).
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Paper Title Number 4
Published in GitHub Journal of Bugs, 2024
This paper is about fixing template issue #693.
Recommended citation: Your Name, You. (2024). "Paper Title Number 3." GitHub Journal of Bugs. 1(3).
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Sustainable commodity factors
Published in , 2025
We examine the asset pricing implications of sustainability in commodity prices. We focus on metals and agricultural commodities, for which we collect environmental footprint data, namely greenhouse gas emissions and water consumption. We first build green-minus-brown portfolios based on these footprints. Our findings yield no evidence that sustainability is priced in the cross-section of commodity returns, so that a green tilt does not change the expected performance. Second, we document strong benefits when diversifying equity and bond allocations with low-carbon commodities: a 22% welfare improvement when the commodity share is 20%. Such allocations also allow important footprint reductions at the portfolio level. These results underline the role and opportunities of sustainability in commodity markets. They also reveal the interest in extending green portfolios to commodities which, in turn, have the potential to broaden the impact of sustainable investing.
Recommended citation: Coqueret, Guillaume and Tavin, Bertrand and Zhou, Yuxin, Sustainable commodity factors (January 31, 2025). Available at SSRN: https://ssrn.com/abstract=4698258 or http://dx.doi.org/10.2139/ssrn.4698258
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talks
The 3rd Financial Economics Meeting
Published:
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Workshop EDSEG 2024
Published:
I presented my paper “Sustainable Commodity Factors” and discussed another paper.
European Financial Management Association 2024 Annual Meeting
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I presented my thesis at European Financial Management Association 2024 Annual Meeting (EFMA), “Merton H. Miller” Doctoral Student Seminar.
teaching
Advanced Quantitative Portfolio Management
Master Course, EMLYON Business School, 2022
From Jun 2022 to Jul 2022. Key aspects: Portfolio Management; Linear Algebra; Financial Modelling.
Intro to Financial Markets Q&A Session
Master Course, EMLYON Business School, 2022
From Sep 2022 to Nov 2022.
Financial Risk Management
Grande école Course, EMLYON Business School, 2023
From Jan 2023 to Feb 2023. Key aspects: Risk Management; Financial Crisis; Portfolio Management; Quantitative Finance
Data Analytics and Visualization for Finance
Undergraduate Course, IESEG Business School, 2024
From Sep 2024 to Dec 2024. Key aspects: Data Analysis; Data Visualization; Python; Tableau; Intro to Finance
Introduction to Business Statistics
Grande école course, EMLYON Business School, 2025
From Feb 2022 to Present. Key aspects: Excel; Statistics; Probability Theory; Data Analytics; Regression
Business Economics and Markets
Undergraduate Course, EMLYON Business School, 2025
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