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)
Bio
Dominic O’Kane is a research director at EDHEC-Risk Climate Impact Institute and a professor of finance at EDHEC Business School. Dominic has taught at Oxford University, Yale University and the London Business School. He spent 1994-2006 in the financial industry, with three years at Salomon Brothers and nine years at Lehman Brothers, where he became a managing director and head of quantitative research in Europe. He is the author of a book on the valuation and risk management of credit derivatives. His researched has been published in journals including Bankers, Market & Investors, Quantitative Finance, Finance and Stochastics and the Journal of Derivatives. He holds a doctorate in theoretical physics from Oxford University, which he followed with a post-doctoral position at Imperial College London.
Publications of Dominic O'Kane
(Newsletter #3) Climate and Finance: is it now, or right now?
EDHEC VOX, January 2024
Meet Dominic O’Kane, a master of algorithms using mathematics to decipher the world (and finance)
EDHEC Risk Climate Impact Institute, EDHEC VOX, December 2023
Investigating the Influence of News Sources and Language Models on Climate Beta Estimates
Journal of Portfolio Management, Volume 50, November 2023, Pages 1 - 25
The Impact of Climate Change News on Low-minus-High Carbon Intensity Portfolios
EDHEC Risk Climate Impact Institute, EDHEC-Risk Climate Impact Institute Publication, May 2023
Optimal Climate Policy with Negative Emissions
EDHEC-Risk Climate working paper, April 2023
Derniers articles EDHEC Vox
Meet Dominic O’Kane, a master of algorithms using mathematics to decipher the world (and finance)
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Dominic O'Kane , Professor
Brexit as seen by the experts at EDHEC Business School
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Olivier Beddeleem ,
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Ludovic Cailluet , Professor, Associate Dean
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Arnaud Chéron ,
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Emmanuel Metais , Dean of EDHEC Business School
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Dominic O'Kane , Professor
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Nikolaos Tessaromatis , Professor
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Philippe Very , Professor of Strategy