Net Zero Investment Portfolios

In this lecture, Thierry Roncalli will discuss the implementation of net-zero policies at the portfolio level and within a strategic asset allocation framework. In particular, he will discuss the main methodologies: the integrated approach and the core-satellite approach. He will show that net zero investing is not only a question of decarbonization, but also about financing the transition.

Therefore, the concept of the green footprint is as important as the carbon footprint. He will also discuss the implications of net zero at the sector level, how to use the EU taxonomy and what kind of active risk an investor can face.

About the speaker

Thierry Roncalli is Head of Quant Portfolio Strategy at Amundi Investment Institute. Prior to joining Amundi in November 2016, he was Head of Research and Development at Lyxor Asset Management. Since February 2017, he has been a member of the Scientific Advisory Board of the AMF, the French securities and financial markets regulator. Thierry is also Adjunct Professor of Economics at the University of Paris-Saclay (Evry), Department of Economics.

He is the author of numerous academic articles in scientific journals and has published several books on risk and asset management. His new book "Handbook of Sustainable Finance" will be published in April 2024.