Proper incorporation of climate change issues into portfolio management requires attention
to firm-level greenhouse gas emissions. Since value chain emissions make up the largest …

At the outset, smart beta was conceived as a response to two drawbacks of broad-market,
capitalization-weighted (hereafter, market-cap) indices. The first drawback is that such …

Exchange-traded funds have traditionally been perceived as vehicles combining the
diversified exposure of mutual funds with the low-cost, flexibility, ease and liquidity of trading …

In this article, the authors compare different approaches for constructing multifactor equity
portfolios: bottom-up score-weighting approaches that target high-factor intensity and top-…

… Frédéric Ducoulombier … Frédéric Ducoulombier is Associate Professor of Finance at
EDHEC-Risk Institute and Corporate Director at ERI Scientific Beta. He has most recently co-authored …

The recent update of the EU Benchmark Regulation mandates the use of enterprise value
rather than revenues as the denominator for the computation of carbon intensity. The regulator’…

Due to its three hydroxyl groups, glycerol is a potential starting material for various high
value fine chemicals such as dihydroxyacetone, tartronic acid and mesoxalic acid. The …

This study deals with the determination, using a falling body viscosimeter, of the viscosities
of «-alkanes («-C] 0,«-C12, n-C14,«-Cj5,«-C16, and «-Cl8), alkylbenzenes (butyl, hexyl, and …

… with no relative displacement between fiber and mortar, noted F max is given by the integration
of the equilibrium of an element of the roving and is equal to:(1) F max = ∫ x m x e τ c x P …

… The right-hand term is indeed simply the expression of the von Mises stress when the
flow is purely extensional (ie no shear stresses) at nozzle exit under self-weight (F = m s g). …