Factor-mimicking portfolios for climate risk
Gianluca De Nard, Robert F. Engle, and Bryan Kelly
| Year of publication: |
2024
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|---|---|
| Authors: | De Nard, Gianluca ; Engle, Robert F. ; Kelly, Bryan T. |
| Published in: |
Financial analysts journal : FAJ. - [Abingdon] : Routledge, Taylor and Francis Group, ISSN 1938-3312, ZDB-ID 2066328-6. - Vol. 80.2024, 3, p. 37-58
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| Subject: | climate change | factor model | portfolio selection | sustainable portfolio | Portfolio-Management | Portfolio selection | Klimawandel | Climate change | Theorie | Theory | Klimaschutz | Climate protection | Risiko | Risk | Welt | World |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/0015198X.2024.2332164 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015050470