EDHEC

Research Grant for EDHEC Professor Mirco Rubin

Since 2020, EDHEC Professor Mirco Rubin has been committed to a 4-year research project entitled “Life Cycle Assessment of Green Funds” in cooperation with a consortium of researchers from the…
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18 Feb 2021

Since 2020EDHEC Professor Mirco Rubin has been committed to a 4-year research project entitled “Life Cycle Assessment of Green Funds” in cooperation with a consortium of researchers from the Luxembourg Institute of Science and Technology (LIST). This project is funded by The Luxembourg National Research Fund  (FNR) with a grant of 699,000 euros.

The main purpose of the research will consist in assessing the lifecycle environmental performances of green funds vs. conventional funds, developing a transparent methodology, and comparing with ESG scores (Asset 4, Bloomberg, MSCI).

Dr Rubin's role will be to bring  finance & econometrics expertise  to a team of Environmental Engineers and Economists.

Mirco Rubin is currently Associate Professor of Econometrics at EDHEC Business School. His research interests are at the intersection of Econometrics, Financial Economics, Macroeconomics, and Asset Allocation. He is specialised in the development of new econometric methodologies for large and mixed-frequency datasets.

He also serves as dissertation advisor and currently supervises the research of two EDHEC PhD candidates that addresses the following  questions: i) is it possible to forecast asset returns and volatility with a Bayesian VAR?, ii) how to measure the relation between carbon beta and carbon emissions, and to use carbon beta to build different investment and hedging strategies related to the exposure of carbon risk?