Publications related to Greening the Swiss National Bank's Portfolio

Portfolio Construction with Hierarchical Momentum

This article presents a portfolio construction approach that combines the hierarchical clustering of a large asset universe with the stock price momentum. On one hand, investing in high-momentum stocks enhances returns by capturing the momentum premium. On ...

Pageant Media Ltd2024

Climate risk assessment of buildings: An analysis of operating emissions of commercial offices in Australia

Arianna Brambilla

Building climate risk assessment involves benchmarking a building's energy use intensity against decarbonisation pathways to mitigate the impacts on climate change. Various climate risk assessment tools and frameworks are used for commercial buildings in d ...

Elsevier Science Sa2024

Spatial Modeling for Building Design Evaluation: from Visual Landscape Quality Assessment to Devaluation Risk Estimation

Adam Robert Swietek

Zoning reform is a crucial tool for cities to adapt to contemporary challenges. However, its implementation remains challenging. Property owners, with a vested interest in the value of their neighborhoods, are sensitive to local developments and the potent ...

EPFL2024

Quartiers rhodaniens en transition

Sara Sonia Formery Regazzoni

Over the course of history, the relationship between cities and their waters has shown different gradients of interweaving, marked by cycles of bonding and distancing. Following a period of complete neglect of urban watercourses, the versatile, multifacete ...

EPFL2024

Can one hear the shape of a target zone?

Max-Olivier Hongler

We develop an exchange rate target zone model with finite exit time and non-Gaussian tails. We show how the tails are a consequence of time-varying investor risk aversion, which generates mean-preserving spreads in the fundamental distribution. We solve ex ...

2023

Numerical simulation of the fate, transport and public health risks of enteric viruses in Lake Geneva

Chaojie Li

Lakes are a fundamental feature of nature with brilliance, profoundness and complexity. Various of physical, chemical and biological changes take place three dimensionally in deep lakes, regulated by complicated boundary conditions. To understand and predi ...

EPFL2023

Relating health benefits of water, sanitation, and hygiene services with the context of urban informal settlements: lessons from Côte d'Ivoire and Kenya

Vitor Pessoa Colombo

This thesis is inscribed in the recent efforts to reconnect urban planning and public health. It focused on the context of sub-Saharan African cities, for they offer invaluable lessons regarding environmental health determinants and potential solutions to ...

EPFL2023

Crash test-based assessment of injury risks for adults and children when colliding with personal mobility devices and service robots

Aude Billard, Diego Felipe Paez Granados

Autonomous mobility devices such as transport, cleaning, and delivery robots, hold a massive economic and social benefit. However, their deployment should not endanger bystanders, particularly vulnerable populations such as children and older adults who ar ...

Nature Publishing Group2022

Regionalized Life Cycle Assessment of Food and Energy Systems

Xun Liao

To steer the sustainable transition in the food and energy sectors, reliable environmental data is required to answer environmental questions related to single agricultural crop, food product or energy technologies. Life cycle assessment (LCA) has been wid ...

EPFL2022

A contagion process with self-exciting jumps in credit risk applications

Puneet Pasricha

The modeling of the probability of joint default or total number of defaults among the firms is one of the crucial problems to mitigate the credit risk since the default correlations significantly affect the portfolio loss distribution and hence play a sig ...

TAYLOR & FRANCIS LTD2022