
Models of portfolio alignment on climate trajectories
ASSOCIATED TO THE AREA OF EXCELLENCE
REGULATORY & COMPLIANCE
REGULATORY & COMPLIANCE
WHAT DO WE FOCUS ON?
The Paris climate Agreements have established the alignment of investment portfolio on global warming trajectories, and investment portfolio are now attributed an implied temperature rises (ITR). Our research work analyzes the uncertainties and the limitations of the models used to do so and builds a framework allowing to go beyond such uncertainties and limitations by carrying out:
— A modeling of the overall extra-financial performance of organizations, and of the climate performance in particular
— A measurement of the impacts on the investment portfolio of the new regulations pertaining to climate responsibility in order to refine the models used
— The development of new quantification methodologies and of an operational framework allowing to signal the most “sustainable” investment.
— A modeling of the overall extra-financial performance of organizations, and of the climate performance in particular
— A measurement of the impacts on the investment portfolio of the new regulations pertaining to climate responsibility in order to refine the models used
— The development of new quantification methodologies and of an operational framework allowing to signal the most “sustainable” investment.
RESEARCHER

Quentin LAJAUNIE, PhD
After obtaining an MSc in Economy and Financial Engineering and a PhD in Economy from Paris-Dauphine University, Quentin has devoted the bulk of his research work to theoretical and empirical developments in non-linear econometry applied to the finance field. Quentin has joined the Square Research Center, where he works in the Area of excellence “Risk & Finance” on econometric modelling topics for the banking and insurance sectors.
Alongside his research work, Quentin is also an associated researcher with the Orléans Economy Laboratory, and has been teaching at Paris-Dauphine University and Ecole Supérieure d’Ingénieurs Léonard-de-Vinci. He frequently contributes to international academic seminars.
Alongside his research work, Quentin is also an associated researcher with the Orléans Economy Laboratory, and has been teaching at Paris-Dauphine University and Ecole Supérieure d’Ingénieurs Léonard-de-Vinci. He frequently contributes to international academic seminars.