Philippe Van der Beck
Léman
My research lies at the intersection of empirical and theoretical asset pricing. I am particularly interested in demand-based asset pricing and the inelasticity of financial markets. In my most recent work, I estimate investors' willingness to substitute between green and brown stocks and quantify the flow-driven component of the realized returns to sustainable investments.
Verfügbarkeitsdatum
01.07.2023
Betreuer der Diplomarbeit
Pierre Collin Dufresne
Research Interests
Demand-based asset pricing, sustainable finance, financial institutions, retail trading