Frédéric Ducoulombier

EDHEC-Risk Climate Impact Institute Director

Main contributions

See my detailed CV below (pdf)

Discipline: Finance
Faculty: Data Science, Economics & Finance
Expertise: Climate Finance, ESG, Risks

Bio

Frédéric Ducoulombier is the founding director of EDHEC-Risk Climate Impact Institute at EDHEC Business School. Based in London and Nice, the Institute studies both the consequences of climate change and related policies on asset prices and investment management and the contributions of the financial system to climate change mitigation and adaptation. As director, he is in charge of defining and steering implementation of the Institute’s research strategy, developing partnerships and relationships with public and private stakeholders, and overseeing research dissemination and communications. Prior to that, he was ESG Director with index provider Scientific Beta in Singapore and a member of the company’s executive committee. He fathered Scientific Beta’s ESG incorporation approach, led the product design and negotiations that brought the company its first EUR10bn of assets tracking ESG indices, and created the methodology underpinning a successful family of sustainability ETFs. Beyond ESG incorporation, he introduced a reconciliation of competing approaches to factor investing that remains at the heart of the company’s offering and has been adopted by competitors. He also originated the company’s compliance framework and served as lead adviser along the CEO in the negotiations leading to the sale of the company to the Singapore Exchange (SGX) in 2020.


Publications of Frédéric Ducoulombier

01.01.2021 - Article in a peer reviewed journal

Understanding the Importance of Scope 3 Emissions and the Implications of Data Limitations

Frédéric Ducoulombier
|

The Journal of Impact and ESG Investing, Volume 3, April 2021


01.01.2021 - Article in a peer reviewed journal

Carbon Intensity Bumps on the Way to Net Zero

Frédéric Ducoulombier, Victor Liu
|

The Journal of Impact and ESG Investing, Volume 1, April 2021, Pages 59 - 73


01.05.2017 - Article in a non peer reviewed journal

Top-down versus bottom-up multi-factor approaches

Noël Amenc, Frédéric Ducoulombier, Felix Goltz, Sivagaminathan Sivasubramanian
|

Investment & Pensions Europe (I&PE), Volume Special Report on Factor Investing, May 2017, Pages ? - ?


15.03.2017 - Article in a peer reviewed journal

Accounting for Cross-Factor Interactions in Multifactor Portfolios without Sacrificing Diversification and Risk Control

Felix Goltz, Noël Amenc, Frédéric Ducoulombier, Sivagaminathan Sivasubramanian
|

Journal of Portfolio Management, Volume 43, May 2017, Pages 99 - 114


01.12.2016 - EDHEC publication

Alternative Approaches to Limiting Concentration in Minimum and Low Volatility Strategies

Noël Amenc, Frédéric Ducoulombier
|

EDHEC Risk Institute, EDHEC-Risk Institute publication, December 2016