Dominic O'Kane

Professor

EDHEC-Risk Climate Impact Institute Research Director

Main contributions

Bankers, Market & Investors (2012 ; 2017), Quantitative Finance (2014 ; 2017), Journal of Derivatives (2011 ; 2016), Handbook of Fixed Income Securities, Journal of Credit Risk (2005 ; 2011), Professional Perspectives on Fixed Portfolio Management (2003), Network Computation in Neural Systems (1992), Journal of Physics (1992 ; 1993), Physical Review (1994)

Discipline: Finance
Faculty: Data Science, Economics & Finance
Expertise: Derivative pricing, Machine learning, Risk-Management, Model design and Implementation

Publications of Dominic O'Kane

17.01.2024 - EDHEC publication

(Newsletter #3) Climate and Finance: is it now, or right now?

Noël Amenc, Gianfranco Gianfrate, Frédéric Blanc-Brude, Riccardo Rebonato, Teodor Dyakov, Frédéric Ducoulombier, Dominic O'Kane, Emmanuel Jurczenko, Emmanuel Metais
|

EDHEC VOX, January 2024


11.12.2023 - EDHEC publication

Meet Dominic O’Kane, a master of algorithms using mathematics to decipher the world (and finance)

Dominic O'Kane
|

EDHEC Risk Climate Impact Institute, EDHEC VOX, December 2023


02.11.2023 - Article in a peer reviewed journal

Investigating the Influence of News Sources and Language Models on Climate Beta Estimates

Jean-Michel Maeso, Dominic O'Kane
|

Journal of Portfolio Management, Volume 50, November 2023, Pages 1 - 25


15.05.2023 - EDHEC publication

The Impact of Climate Change News on Low-minus-High Carbon Intensity Portfolios

Dominic O'Kane
|

EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, May 2023


11.04.2023 - Working paper

Optimal Climate Policy with Negative Emissions

Riccardo Rebonato, Dherminder Kainth, Lionel Melin, Dominic O'Kane
|

EDHEC-Risk Climate working paper, April 2023



Derniers articles EDHEC Vox

31.01.2020

Brexit as seen by the experts at EDHEC Business School

  • Olivier Beddeleem ,
  • Ludovic Cailluet , Professor, Associate Dean
  • Arnaud Chéron ,
  • Emmanuel Metais , Dean of EDHEC Business School
  • Dominic O'Kane , Professor
  • Nikolaos Tessaromatis , Professor
  • Philippe Very , Professor of Strategy