| ESG and sovereign risk: what is priced in by the bond market and credit rating agencies? R Semet, T Roncalli, L Stagnol Available at SSRN 3940945, 2021 | 25 | 2021 |
| Corporate ESG news and the stock market W Taleb, T Le Guenedal, F Lepetit, V Mortier, T Sekine, L Stagnol Available at SSRN 3723799, 2020 | 21 | 2020 |
| The Market Effect of Acute Biodiversity Risk: the Case of Corporate Bonds A Cherief, T Sekine, L Stagnol Available at SSRN 4288552, 2022 | 12 | 2022 |
| The Recent Performance of ESG Investing, the Covid-19 Catalyst and the Biden Effect F Lepetit, T Le Guenedal, M Ben Slimane, A Cherief, V Mortier, T Sekine, ... Available at SSRN 3946483, 2021 | 11 | 2021 |
| Understanding the Performance of the Equity Value Factor L Stagnol, C Lopez, T Roncalli, B Taillardat Available at SSRN 3813572, 2021 | 9 | 2021 |
| The Benefit of Narratives for Prediction of the S&P 500 Index. P Blanqué, MB Slimane, A Cherief, TL Guenedal, T Sekine, L Stagnol Journal of Financial Data Science 4 (4), 2022 | 7 | 2022 |
| A fundamental bond index including solvency criteria M de Jong, L Stagnol Journal of Asset Management 17 (4), 280-294, 2016 | 5 | 2016 |
| Monitoring Narratives: an Application to the Equity Market P Blanqué, M Ben Slimane, A Cherief, T Le Guenedal, T Sekine, ... Amina and Le Guenedal, Théo and Sekine, Takaya and Stagnol, Lauren …, 2022 | 3 | 2022 |
| Analysing the exposure of low-volatility equity strategies to interest rates L Stagnol, B Taillardat Available at SSRN 3074763, 2017 | 3 | 2017 |
| Answering Clean Tech Questions with Large Language Models L Stagnol, A Cherief, Z Farah, T Le Guenedal, S Sakout, T Sekine Available at SSRN 4663447, 2023 | 2 | 2023 |
| A novel nature-based risk index: Application to acute risks and their financial materiality on corporate bonds A Cherief, T Sekine, L Stagnol Ecological Economics 228, 108427, 2025 | 1 | 2025 |
| Extracting global factors from local yield curves L Stagnol Journal of Asset Management 20 (5), 341-350, 2019 | 1 | 2019 |
| The risk parity principle applied to a corporate bond index L Stagnol The Journal of Fixed Income 27 (1), 27, 2017 | 1 | 2017 |
| About SDGs, reading the manual with NLP L Bennani, A Cherief, T Le Guenedal, T Sekine, R Semet, L Stagnol Available at SSRN 4850750, 2024 | | 2024 |
| Cutting to the Chase on ESG G Burnichon, F Lepetit, T Le Guenedal, T Sekine, R Semet, L Stagnol Available at SSRN 4797597, 2024 | | 2024 |
| Modeling the Links Between Economic Growth, Socio-economic Dynamics and Environmental Dimensions: a Panel VAR Approach D Ouzillou, R Semet, L Stagnol, T Sekine Socio-economic Dynamics and Environmental Dimensions: a Panel VAR Approach …, 2024 | | 2024 |
| Equity Convexity under Major Monetary Policy Shift. L Stagnol, MA Ben Abdallah, P Herfroy Journal of Portfolio Management 49 (7), 2023 | | 2023 |
| Equity Convexity and Unconventional Monetary Policy L Stagnol, M Ben Abdallah, P Herfroy Patrick, Equity Convexity and Unconventional Monetary Policy (February 11, 2022), 2022 | | 2022 |
| Introducing global term structure in a risk parity framework L Stagnol Available at SSRN 2956337, 2017 | | 2017 |
| The Risk Parity Principle applied on a Corporate Bond Index using Duration Times Spread L Stagnol EconomiX Working Papers, 2016 | | 2016 |