Bruno Kamdem’s research explores how financial market mechanisms and sustainability goals are interacting to promote carbon emissions reduction, manage financial risks associated with carbon pricing, and drive sustainable practices. He is studying how efficient frontiers behave in equity and bonds portfolio optimizations with ESG constraints under the capital asset pricing model (CAPM). He is also interested in the integration of ESG factors into the investment landscape and in the utilization of AI techniques to develop predictive models that forecast carbon futures prices. Bruno is currently an adjunct faculty in the Department of Finance and Risk Engineering (Tandon School of Engineering, New York University) where he teaches FRE-GY 6951 (Sustainable Investments).
Bruno co-founded a Startup Minority-owned Consulting firm (https://www.leptonactuarial.com/) where he has acted as the ESG and Sustainable finance Practice Leader and Senior Adviser. Concomitantly, Bruno is a part-time lecturer in Mathematical Finance at the Johns Hopkins University, Department of Applied Mathematics and Statistics. Bruno has published articles in respected journals such as the Journal of Fixed Income, Energy Policy, and Renewable and Sustainable Energy Reviews. He has presented at conferences and seminars such as the International Federation of Operational Research Societies, the Peter Carr Brooklyn Quant Experience (BQE) Seminar Series, the Bloomberg BBQ Seminar, the Johns Hopkins University Financial Mathematics Seminar, and the University of Toronto Fields Institute. Bruno obtained his Ph.D. in Operations Research from the School of Engineering and Applied Science at George Washington University, an M.S. in Applied Mathematics, and a B.S. in Mathematics & Economics, both from the University of Maryland, Baltimore County.
- Chen, R.-R., Finnerty, J.D., & Kamdem, B.G. (2021). C.D.S.-Implied Risk of U.S. Delinquency: Implications for the U.S. Debt Ceiling. Journal of Fixed Income, 31(1): 6-26. https://www.pm-research.com/content/iijfixinc/31/1/6
- Shittu, E., Kamdem, B.G., & Weigelt, C. (2019). Heterogeneities in Energy Technological Learning: Evidence from the U.S. Electricity Industry. Energy Policy, 132: 1034-1049. https://www.sciencedirect.com/science/article/abs/pii/S0301421519304227?via%3Dihub
- Kamdem, B.G., & Shittu, E. (2017). Optimal Commitment Strategies for DGS Under Regulation and Multiple Uncertainties, Renewable and Sustainable Energy Reviews. https://www.sciencedirect.com/science/article/abs/pii/S1364032116311157?via%3Dihub
- Pemy, M., Kamdem, B.G., & Geman, H. (2023). Carbon Pricing under Competition and Regulation in the Extraction Industry (PDF), Journal of Finance, submitted.
- Dash, G.H., Kajiji, N., & Kamdem, B.G. (2023). Fortifying BRICS Sustainability Analytics: A Framework for the Delineation of Pervasive and Dynamic South African ESG Investment Factors, ongoing.
- Pemy, M., & Kamdem, B.G. (2023). A Reinforcement Learning Mechanism for Trading Wind Power Futures, ongoing.
- Consolandi, C., Hawley, J., Uribe, P.W., Stewart, L., Kuh, T., Marcelle, G.M., Whelan, T., Daschbach, B., Contractor, S., Bhattacharya, B., Kamdem, B.G., Maksimovich, E., Dool, G., Lenton, T., Oliver, J., Bonelli, A., Coqueret, G., Ievlev, S., Mettenheim, H., Joubrel, M., Bailer, H., Erlansson, U., Chan, A., Dichtl, H., Drobetz, W., Lohre, H., Rother, C., & Schmidt, A. (2024). (Handbook), “General Problems in Sustainable Investing, Addressing Climate Change, Sustainable Investing Strategies”, ESG Investing: Problems & Solutions, World Scientific, edited by A. Schmidt, ongoing.
- 2023 Global Development Finance Conference, “Fortifying BRICS Sustainability Analytics: A Framework for the Delineation of Pervasive and Dynamic South African ESG Investment Factors”, Cape Town, South Africa, November 21 – 22
- July 13, 2023, The 23rd Conference of the International Federation of Operational Research Societies, “Carbon Pricing under Competition and Regulation in the Extraction Industry”, IFORS, ICHIO, and the Complex Engineering Systems Institute, Santiago, Chile, July 10 – 14
- June 1, 2023, 2023 Industry Studies Association Annual Conference, “A Reinforcement Learning Mechanism for Trading Wind Power Futures”, Mining, Resource Allocation and Wind Resources Session, Columbus, Ohio, May 31 – June 2
- December 1, 2022, Peter Carr Brooklyn Quant Experience (BQE) Seminar Series (New York University), “A Reinforcement Learning Mechanism for Trading Wind Power Futures”, Department of Finance and Risk Engineering, New York
- September 27, 2022, Bloomberg Quant (BBQ) Seminar Series - Lightning Talk (Bloomberg LP Quantitative Research), “Tradable Carbon Permits Auctions”, New York
- September 21, 2022. Fields Institute (University of Toronto), “Carbon Pricing under Competition and Regulation in the Extraction Industry” (joint with Professor Helyette Geman), Workshop on Impacts of Climate Change on Economics, Finance, and Insurance, Canada, September 19 – 23
- June 2 - June 4, 2022, The Peter Carr Memorial Conference, Society of Quantitative Analysts “Carbon Pricing under Competition and Regulation in the Extraction Industry”,
FRE-GY 6951 Sustainable Investments