ILB Brief Last modification: 02/24/2023 The Institut Louis Bachelier offers a whole new way of sharing and disseminating scientific knowledge in the field of research in economics and finance. These are 4 to 6 minute videos highlighting the work of an ILB researcher. ILB Brief: FaIR series ILB Brief: FaIR series - Olivier Fliche In this video, Olivier Fliche, head of the fintech and innovation unit at the ACPR (Autorité de contrôle prudentiel et de résolution), explains the assistance and support provided by his department to start-ups in the digital transition. See video ILB Brief: FaIR series - Louis Bertucci In this new issue of ILB Brief, Louis Bertucci, coordinator of the interdisciplinary FaIR (Finance and Insurance Reloaded) programme, discusses his research on blockchain, including the Bitcoin mining industry and decentralised finance (DeFi). See video × × ILB Brief: Green and Sustainable Finance series ILB Brief: Green and Sustainable Finance series - Aymeric Kalife 07/18/2022 The series of videos featuring ILB experts continues with ILB Brief: Green and Sustainable Finance series where our guest Aymeric Kalife shares his analysis on reconciling sustainability with profitability and customers’ risk appetites. We invite you to consult: Responsible investing: The ESG-efficient frontier. Pedersen et al. 2021; JFE ESG: a new dimension in portfolio allocation. De Spiegeleer et al. 2021. Journal of Sustainable Finance & Investment See video ILB Brief: Green and Sustainable Finance series - Clémence Alasseur 01/25/2022 The series of videos featuring ILB experts continues with ILB Brief: Green and Sustainable Finance series where our guest Clémence Alasseur shares her analysis of electricity markets in the context of the energy transition. We invite you to consult: MFG model with a long-lived penalty at random jump times: application to demand side management for electricity contracts. An extended Mean Field Game for Storages See video ILB Brief: Green and Sustainable Finance series - Jean Boissinot 12/13/2021 The series of videos featuring ILB Network experts continues with ILB Brief: Green and Sustainable Finance series where our guest Jean Boissinot shares his analysis of macro-financial climate scenarios. We invite you to consult: NGFS Scenarios Portal here; NGFS report “Scenarios in Action” here; Banque de France Working Paper “Climate-Related Scenarios for Financial Stability Assessment: an Application to France” here. See video ILB Brief: Green and Sustainable Finance series - Olivier David Zerbib 12/06/2021 The series of videos featuring ILB Network experts continues with ILB Brief: Green and Sustainable Finance series where our guest Olivier David Zerbib shares his analysis of impact investing. You can view the research project by Olivier David Zerbib, Tiziano De Angelis and Peter Tankov here. See video ILB Brief: Green and Sustainable Finance series - Jean-Michel Lasry 11/29/2021 The series of videos featuring ILB Network experts continues with ILB Brief: Green and Sustainable Finance series where our guest Jean-Michel Lasry shares his analysis of equilibrium models for large populations. We invite you to consult: Mean field games Jeux à champ moyen. i–le cas stationnaire Jeux à champ moyen. II–Horizon fini et contrôle optimal Mean field games and applications The master equation and the convergence problem in mean field games Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach See video ILB Brief: Green and Sustainable Finance series - Edith Ginglinger 11/22/2021 The video series featuring ILB experts continues with ILB Brief: Green and Sustainable Finance series where our guest Edith Ginglinger shares her analysis of the impact of physical climate risks on corporate financial decisions. You can read Edith Ginglinger and Quentin Moreau’s research project here. See video × × × × × × Risks Forum 2022 series Risks Forum 2022, Louis Bertucci (FaIR ILB) See video Risks Forum 2022, Marie Brière (Risks Forum) See video Risks Forum 2022, Laurent Clerc (ACPR) See video Risks Forum 2022, Jean Edouard Colliard (HEC Paris, Best Young Researcher 2022) See video Risks Forum 2022, Stefano Giglio (Yale School of Management) See video Risks Forum 2022, Christian Gollier (TSE) See video Risks Forum 2022, André Lévy-Lang (ILB) See video Risks Forum 2022, Irene Monesterolo (EDHEC) See video Risks Forum 2022, Stanislas Pottier (Amundi) See video Risks Forum 2022, Peter Tankov (CREST, ENSAE, IP Paris, GSF ILB) See video × × × × × × × × × × ILB Brief: Fellow series ILB Brief: Fellow series - Paul Besson 06/09/2021 For its third series, the ILB Brief celebrates the Louis Bachelier Fellows elected in 2021. More than 80 new Fellows have joined the community and among them, you will discover three of them, in these videos, from the Profesional Fellows category. Here, Paul Besson from Euronext explains what quantitative research is and what its applications are. See video ILB Brief: Fellow series - Julie Raynaud 06/09/2021 For its third series, the ILB Brief celebrates the Louis Bachelier Fellows elected in 2021. More than 80 new Fellows have joined the community and among them, you will discover three, in these videos, from the Profesional Fellows category. Here, Julie Raynaud* from Green and Sustainable Finance (ILB) explains her work on the “Environmental Risk Impact Assessment Method for Investment Portfolios”. *You will have noticed a difference in the way these 3 ILB Briefs were produced. Indeed, we had to submit to the restrictions and various stages of containment related to the Covid-19 pandemic. Julie and Aimé played the game and accepted to film themselves. We thank them for this. See video ILB Brief: Fellow series - Aimé Lachapelle 06/09/2021 For its third series, the ILB Brief celebrates the Louis Bachelier Fellows elected in 2021. More than 80 new Fellows have joined the community and among them, you will discover three, in these videos, from the Profesional Fellows category. Here, Aimé Lachapelle* of Emerton Data shows us how Artificial Intelligence is an asset for companies. *You will have noticed a difference in the way these 3 ILB Briefs were produced. Indeed, we had to submit to the restrictions and various stages of containment related to the Covid-19 pandemic. Julie and Aimé therefore played along and agreed to film themselves. We thank them for this. See video × × × ILB Brief: Risk Forum series ILB Brief: Risk Forum series - David Bounie 03/22/2021 The series of videos featuring ILB Network experts continues with ILB Brief: Risk Forum series where our guest David Bounie shares his analysis of the digital technologies and payment industries. See video ILB Brief: Risk Forum series - Christian Gollier 03/08/2021 Our series of videos highlighting the experts of the ILB network continues with ILB Brief: Risk Forum series where our guest Christian Gollier shares his economic and societal analysis of the Covid-19 crisis. See video × × ILB Brief: Women@ILB series ILB Brief: Women@ILB series - Béatrice Guedj 01/01/2021 In this latest issue of Women @ ILB series – the research work of Béatrice Guedj, Director of Research & Innovation at Swiss Life Asset Managers France, member of the ReFinE network of the Institut Louis Bachelier and of the Board of Directors, on applied research in real estate. We invite you to consult: Benefits of Open Architecture and Multi-Management in Real Estate Markets—Evidence from French Nonlisted Investment Trusts Benefits of Open Architecture and Multi-Management in Real Estate Markets—Evidence from French Nonlisted Investment Trusts Benefits of selection and allocation decisions in the French non-listed real estate investment fund market Creating Value for Investors via Selection and Allocation in the French Non-listed Real Estate Investment Fund Market Infographic See video ILB Brief: Women@ILB series - Marie Brière 12/21/2020 In this issue – the research work of Marie Brière, Head of the Investor Research Center at Amundi Asset Management and member of the Scientific Board of the Institut Louis Bachelier, on long-term investment decisions. We invite you to consult: Choice Overload? Participation and Asset Allocation in French Employer-Sponsored Saving Plans Green Sentiment, Stock Returns, and Corporate Behavior Responsible Investing and Stock Allocation Sovereign Wealth and Risk Management: A Framework for Optimal Asset Allocation of Sovereign Wealth See video ILB Brief: Women@ILB series - Caroline Hillairet 11/20/2020 The “ILB Brief” series continues with this fourth issue labeled Women@ILB. In this issue, the research work of Caroline Hillairet, Researcher in Applied Mathematics at the “Finance and Insurance” Laboratory of CREST and Academic Fellow at the Institut Louis Bachelier, on the dynamic modeling of random phenomena. We invite you to consult: Multivariate Hawkes process for cyber insurance Propagation of cyber incidents in an insurance portfolio Cyber contagion: impact of the network structure on the losses of an insurance portfolio Le prix du risque de longévité Ramsey Rule with Progressive Utilityin Long Term Yield Curves Modeling See video ILB Brief: Women@ILB series - Christine Balagué 11/06/2020 In this issue – the research work of Christine Balagué, Professor of Social Sciences at Institut Mines-Télécom Business School and Holder of the Good in Tech Chair at the Institut Louis Bachelier, on responsible digital innovation and ethics of artificial intelligence. See video ILB Brief: Women@ILB series - Anna Creti 10/19/2020 In this issue – the research work of Anna Creti, Professor of Economics at Paris Dauphine-PSL University and Director of the Climate Economics Chair at the Institut Louis Bachelier, on responsible and efficient management of the energy sector. We invite to consult: Sustainable technologies to help the energy market Introduction: special issue on weather and climate impacts in developing countries Energy, climate and development: From international heterogeneity to local implementation See video ILB Brief: Women@ILB series - Patricia Crifo 10/20/2020 In this issue – the research work of Patricia Crifo, Professor at the École Polytechnique and co-director of the Sustainable Finance and Responsible Investment Chair at the Institut Louis Bachelier, on social and environmental responsibility. You can visit Patricia Crifo’s personal website here. See video × × × × × ×
ILB Brief: FaIR series - Olivier Fliche In this video, Olivier Fliche, head of the fintech and innovation unit at the ACPR (Autorité de contrôle prudentiel et de résolution), explains the assistance and support provided by his department to start-ups in the digital transition. See video
ILB Brief: FaIR series - Louis Bertucci In this new issue of ILB Brief, Louis Bertucci, coordinator of the interdisciplinary FaIR (Finance and Insurance Reloaded) programme, discusses his research on blockchain, including the Bitcoin mining industry and decentralised finance (DeFi). See video
ILB Brief: Green and Sustainable Finance series - Aymeric Kalife 07/18/2022 The series of videos featuring ILB experts continues with ILB Brief: Green and Sustainable Finance series where our guest Aymeric Kalife shares his analysis on reconciling sustainability with profitability and customers’ risk appetites. We invite you to consult: Responsible investing: The ESG-efficient frontier. Pedersen et al. 2021; JFE ESG: a new dimension in portfolio allocation. De Spiegeleer et al. 2021. Journal of Sustainable Finance & Investment See video
ILB Brief: Green and Sustainable Finance series - Clémence Alasseur 01/25/2022 The series of videos featuring ILB experts continues with ILB Brief: Green and Sustainable Finance series where our guest Clémence Alasseur shares her analysis of electricity markets in the context of the energy transition. We invite you to consult: MFG model with a long-lived penalty at random jump times: application to demand side management for electricity contracts. An extended Mean Field Game for Storages See video
ILB Brief: Green and Sustainable Finance series - Jean Boissinot 12/13/2021 The series of videos featuring ILB Network experts continues with ILB Brief: Green and Sustainable Finance series where our guest Jean Boissinot shares his analysis of macro-financial climate scenarios. We invite you to consult: NGFS Scenarios Portal here; NGFS report “Scenarios in Action” here; Banque de France Working Paper “Climate-Related Scenarios for Financial Stability Assessment: an Application to France” here. See video
ILB Brief: Green and Sustainable Finance series - Olivier David Zerbib 12/06/2021 The series of videos featuring ILB Network experts continues with ILB Brief: Green and Sustainable Finance series where our guest Olivier David Zerbib shares his analysis of impact investing. You can view the research project by Olivier David Zerbib, Tiziano De Angelis and Peter Tankov here. See video
ILB Brief: Green and Sustainable Finance series - Jean-Michel Lasry 11/29/2021 The series of videos featuring ILB Network experts continues with ILB Brief: Green and Sustainable Finance series where our guest Jean-Michel Lasry shares his analysis of equilibrium models for large populations. We invite you to consult: Mean field games Jeux à champ moyen. i–le cas stationnaire Jeux à champ moyen. II–Horizon fini et contrôle optimal Mean field games and applications The master equation and the convergence problem in mean field games Income and Wealth Distribution in Macroeconomics: A Continuous-Time Approach See video
ILB Brief: Green and Sustainable Finance series - Edith Ginglinger 11/22/2021 The video series featuring ILB experts continues with ILB Brief: Green and Sustainable Finance series where our guest Edith Ginglinger shares her analysis of the impact of physical climate risks on corporate financial decisions. You can read Edith Ginglinger and Quentin Moreau’s research project here. See video
ILB Brief: Fellow series - Paul Besson 06/09/2021 For its third series, the ILB Brief celebrates the Louis Bachelier Fellows elected in 2021. More than 80 new Fellows have joined the community and among them, you will discover three of them, in these videos, from the Profesional Fellows category. Here, Paul Besson from Euronext explains what quantitative research is and what its applications are. See video
ILB Brief: Fellow series - Julie Raynaud 06/09/2021 For its third series, the ILB Brief celebrates the Louis Bachelier Fellows elected in 2021. More than 80 new Fellows have joined the community and among them, you will discover three, in these videos, from the Profesional Fellows category. Here, Julie Raynaud* from Green and Sustainable Finance (ILB) explains her work on the “Environmental Risk Impact Assessment Method for Investment Portfolios”. *You will have noticed a difference in the way these 3 ILB Briefs were produced. Indeed, we had to submit to the restrictions and various stages of containment related to the Covid-19 pandemic. Julie and Aimé played the game and accepted to film themselves. We thank them for this. See video
ILB Brief: Fellow series - Aimé Lachapelle 06/09/2021 For its third series, the ILB Brief celebrates the Louis Bachelier Fellows elected in 2021. More than 80 new Fellows have joined the community and among them, you will discover three, in these videos, from the Profesional Fellows category. Here, Aimé Lachapelle* of Emerton Data shows us how Artificial Intelligence is an asset for companies. *You will have noticed a difference in the way these 3 ILB Briefs were produced. Indeed, we had to submit to the restrictions and various stages of containment related to the Covid-19 pandemic. Julie and Aimé therefore played along and agreed to film themselves. We thank them for this. See video
ILB Brief: Risk Forum series - David Bounie 03/22/2021 The series of videos featuring ILB Network experts continues with ILB Brief: Risk Forum series where our guest David Bounie shares his analysis of the digital technologies and payment industries. See video
ILB Brief: Risk Forum series - Christian Gollier 03/08/2021 Our series of videos highlighting the experts of the ILB network continues with ILB Brief: Risk Forum series where our guest Christian Gollier shares his economic and societal analysis of the Covid-19 crisis. See video
ILB Brief: Women@ILB series - Béatrice Guedj 01/01/2021 In this latest issue of Women @ ILB series – the research work of Béatrice Guedj, Director of Research & Innovation at Swiss Life Asset Managers France, member of the ReFinE network of the Institut Louis Bachelier and of the Board of Directors, on applied research in real estate. We invite you to consult: Benefits of Open Architecture and Multi-Management in Real Estate Markets—Evidence from French Nonlisted Investment Trusts Benefits of Open Architecture and Multi-Management in Real Estate Markets—Evidence from French Nonlisted Investment Trusts Benefits of selection and allocation decisions in the French non-listed real estate investment fund market Creating Value for Investors via Selection and Allocation in the French Non-listed Real Estate Investment Fund Market Infographic See video
ILB Brief: Women@ILB series - Marie Brière 12/21/2020 In this issue – the research work of Marie Brière, Head of the Investor Research Center at Amundi Asset Management and member of the Scientific Board of the Institut Louis Bachelier, on long-term investment decisions. We invite you to consult: Choice Overload? Participation and Asset Allocation in French Employer-Sponsored Saving Plans Green Sentiment, Stock Returns, and Corporate Behavior Responsible Investing and Stock Allocation Sovereign Wealth and Risk Management: A Framework for Optimal Asset Allocation of Sovereign Wealth See video
ILB Brief: Women@ILB series - Caroline Hillairet 11/20/2020 The “ILB Brief” series continues with this fourth issue labeled Women@ILB. In this issue, the research work of Caroline Hillairet, Researcher in Applied Mathematics at the “Finance and Insurance” Laboratory of CREST and Academic Fellow at the Institut Louis Bachelier, on the dynamic modeling of random phenomena. We invite you to consult: Multivariate Hawkes process for cyber insurance Propagation of cyber incidents in an insurance portfolio Cyber contagion: impact of the network structure on the losses of an insurance portfolio Le prix du risque de longévité Ramsey Rule with Progressive Utilityin Long Term Yield Curves Modeling See video
ILB Brief: Women@ILB series - Christine Balagué 11/06/2020 In this issue – the research work of Christine Balagué, Professor of Social Sciences at Institut Mines-Télécom Business School and Holder of the Good in Tech Chair at the Institut Louis Bachelier, on responsible digital innovation and ethics of artificial intelligence. See video
ILB Brief: Women@ILB series - Anna Creti 10/19/2020 In this issue – the research work of Anna Creti, Professor of Economics at Paris Dauphine-PSL University and Director of the Climate Economics Chair at the Institut Louis Bachelier, on responsible and efficient management of the energy sector. We invite to consult: Sustainable technologies to help the energy market Introduction: special issue on weather and climate impacts in developing countries Energy, climate and development: From international heterogeneity to local implementation See video
ILB Brief: Women@ILB series - Patricia Crifo 10/20/2020 In this issue – the research work of Patricia Crifo, Professor at the École Polytechnique and co-director of the Sustainable Finance and Responsible Investment Chair at the Institut Louis Bachelier, on social and environmental responsibility. You can visit Patricia Crifo’s personal website here. See video
