A flexible estimation of sectoral portfolio exposure to climate transition risks in the European stock market
Year of publication: |
2023
|
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Authors: | Zanin, Luca |
Published in: |
Journal of behavioral and experimental finance. - Amsterdam : Elsevier, ISSN 2214-6350, ZDB-ID 3068041-4. - Vol. 39.2023, p. 1-19
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Subject: | Asset pricing model | Climate transition risk | Green-minus-brown factor | Flexible modelling framework | CAPM | Portfolio-Management | Portfolio selection | Klimawandel | Climate change | Risiko | Risk | Aktienmarkt | Stock market | Schätzung | Estimation | EU-Staaten | EU countries |
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