A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios
Year of publication: |
December 2022
|
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Authors: | Alekseev, Georgij ; Giglio, Stefano ; Maingi, Quinn ; Selgrad, Julia ; Stroebel, Johannes |
Institutions: | National Bureau of Economic Research (issuing body) |
Publisher: |
Cambridge, Mass : National Bureau of Economic Research |
Subject: | Klimawandel | Climate change | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection | Hedging |
Extent: | 1 Online-Ressource illustrations (black and white) |
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Series: | NBER working paper series ; no. w30703 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Hardcopy version available to institutional subscribers |
Other identifiers: | 10.3386/w30703 [DOI] |
Classification: | G10 - General Financial Markets. General ; G11 - Portfolio Choice ; G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; Q50 - Environmental Economics. General ; Q54 - Climate; Natural Disasters |
Source: | ECONIS - Online Catalogue of the ZBW |
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