Eric Jondeau

Eric Jondeau

Université de Lausanne

H-index: 39

Europe-Switzerland

About Eric Jondeau

Eric Jondeau, With an exceptional h-index of 39 and a recent h-index of 19 (since 2020), a distinguished researcher at Université de Lausanne, specializes in the field of Finance, Econometrics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Deconstructing ESG scores: investing at the category score level

The impact of green investors on stock prices

Bank Rollover Risk and Liquidity Supply Regimes

PRESS: The methodology of the Public Real Estate Sustainability Switzerland scores

Greening the swiss national bank’s portfolio

Deconstructing ESG Scores: How to Invest with your own Criteria?

Environmental Subsidies to Mitigate Transition risk

Bank capital shortfall in the euro area

Eric Jondeau Information

University

Position

Professor of Finance Faculty of Business and Economics (HEC Lausanne)

Citations(all)

7345

Citations(since 2020)

2028

Cited By

5954

hIndex(all)

39

hIndex(since 2020)

19

i10Index(all)

71

i10Index(since 2020)

29

Email

University Profile Page

Université de Lausanne

Google Scholar

View Google Scholar Profile

Eric Jondeau Skills & Research Interests

Finance

Econometrics

Top articles of Eric Jondeau

Title

Journal

Author(s)

Publication Date

Deconstructing ESG scores: investing at the category score level

Journal of Asset Management

Torsten Ehlers

Ulrike Elsenhuber

Anandakumar Jegarasasingam

Eric Jondeau

2024/4/20

The impact of green investors on stock prices

Gong Cheng

Eric Jondeau

Benoit Mojon

Dimitri Vayanos

2024/4/15

Bank Rollover Risk and Liquidity Supply Regimes

International Journal of Central Banking

Jean-Guillaume Sahuc

Eric Jondeau

Benoit Mojon

2024

PRESS: The methodology of the Public Real Estate Sustainability Switzerland scores

Fabio Alessandrini

Félix Arbrez-Gindre

Nathan Delacrétaz

Eric Jondeau

Thomas Mouton

...

2023/12

Greening the swiss national bank’s portfolio

The Review of Corporate Finance Studies

Rüdiger Fahlenbrach

Eric Jondeau

2023/11/1

Deconstructing ESG Scores: How to Invest with your own Criteria?

Torsten Ehlers

Ulrike Elsenhuber

Kumar Jegarasasingam

Eric Jondeau

2023/3/10

Environmental Subsidies to Mitigate Transition risk

Economix 2022-21 Document de Travail/ Working Paper

Eric Jondeau

Grégory Levieuge

Jean-Guillaume Sahuc

Gauthier Vermandel

2022

Bank capital shortfall in the euro area

Journal of Financial Stability

Eric Jondeau

Jean-Guillaume Sahuc

2022/10/1

More competition in green products markets can help save the planet

LSE Business Review

Eric Jondeau

Grégory Levieuge

Jean-Guillaume Sahuc

Gauthier Vermandel

2022/9/27

Building portfolios of sovereign securities with decreasing carbon footprints

Swiss Finance Institute Research Paper

Gong Cheng

Eric Jondeau

Benoît Mojon

2022/9/1

How Sustainable Is Swiss Real Estate? Evidence from Institutional Property Portfolios

Evidence from Institutional Property Portfolios (May 25, 2022). Swiss Finance Institute Research Paper

Fabio Alessandrini

Eric Jondeau

Ghislaine Lang

Evert Reins

2022/5/25

Measuring and stress-testing market-implied bank capital

Andreas Fuster

Eric Jondeau

Martin Indergand

2022/2/1

Optimal strategies for ESG portfolios

The Journal of Portfolio Management

Fabio Alessandrini

Eric Jondeau

2021/4/8

Greening (runnable) brown assets with a liquidity backstop

Swiss Finance Institute Research Paper

Eric Jondeau

Benoît Mojon

Cyril Monnet

2021/3/8

Building benchmark portfolios with decreasing carbon footprints

Swiss Finance Institute Research Paper

Eric Jondeau

Benoît Mojon

Luiz A Pereira da Silva

2021/12/16

When Are Stocks Less Volatile in the Long Run?

Journal of Financial and Quantitative Analysis

Eric Jondeau

Qunzi Zhang

Xiaoneng Zhu

2021

ESG screening in the fixed-income universe

Swiss Finance Institute Research Paper

Fabio Alessandrini

David Baptista Balula

Eric Jondeau

2021/11/18

Climate-Related Disasters and the Death Toll

arXiv preprint arXiv:2109.02111

Valérie Chavez-Demoulin

Eric Jondeau

Linda Mhalla

2021/9/5

Disasters, Large Drawdowns, and Long-term Asset Management

Swiss Finance Institute Research Paper

Eric Jondeau

Alexandre Pauli

2021/6/8

Skewness and Index Futures Return

Journal of Futures Markets

Eric Jondeau

Xuewu Wang

Zhipeng Yan

Qunzi Zhang

2020

See List of Professors in Eric Jondeau University(Université de Lausanne)

Co-Authors

H-index: 120
Robert Engle

Robert Engle

New York University

H-index: 31
Michael Rockinger

Michael Rockinger

Université de Lausanne

H-index: 26
Cyril Monnet

Cyril Monnet

Universität Bern

H-index: 26
Jean Imbs

Jean Imbs

New York University

H-index: 25
Ruediger Fahlenbrach

Ruediger Fahlenbrach

École Polytechnique Fédérale de Lausanne

H-index: 6
Fabio Alessandrini

Fabio Alessandrini

Université de Lausanne

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