The market measure of carbon risk and its impact on the minimum variance portfolio
Year of publication: |
2021
|
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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 | Risikomaß | Risk measure | Nachhaltige Kapitalanlage | Sustainable investment |
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