Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Guenedal, Théo Le"'
Like ESG investing, climate change is an important concern for asset managers and owners, and a new challenge for portfolio construction. Until now, investors have mainly measured carbon risk using fundamental approaches, such as with carbon intensit
Externí odkaz:
http://arxiv.org/abs/2101.10635
This article studies the impact of carbon risk on stock pricing. To address this, we consider the seminal approach of G\"orgen \textsl{et al.} (2019), who proposed estimating the carbon financial risk of equities by their carbon beta. To achieve this
Externí odkaz:
http://arxiv.org/abs/2008.13198
Autor:
Blanqué, Pascal, Slimane, Mohamed Ben, Cherief, Amina, Guenedal, Théo Le, Sekine, Takaya, Stagnol, Lauren
Publikováno v:
Journal of Financial Data Science; Fall2022, Vol. 4 Issue 4, p72-94, 23p
