The market measure of carbon risk and its impact on the minimum variance portfolio
Théo Roncalli, Théo Le Guenedal, Frédéric Lepetit, Thierry Roncalli, and Takaya Sekine
| Year of publication: |
2021
|
|---|---|
| Authors: | Roncalli, Théo ; Le Guenedal, Théo ; Lepetit, Frédéric ; Roncalli, Thierry ; Sekine, Takaya |
| Published in: |
The journal of portfolio management : JPM. - London : IPR Journals, ISSN 2168-8656, ZDB-ID 2046318-2. - Vol. 47.2021, 9, p. 54-68
|
| Subject: | ESG investing | portfolio construction | tail risks | fundamental equity analysis | Portfolio-Management | Portfolio selection | Nachhaltige Kapitalanlage | Sustainable investment | Risiko | Risk | Risikomanagement | Risk management | Treibhausgas-Emissionen | Greenhouse gas emissions |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jpm.2021.1.285 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012613458