Chapter 1 ESG dataChapter 2 Investors & SRIChapter 3 ESG investing and financial performanceChapter 4 Quantitative portfolio construction with ESG data and criteriaChapter 5 Climate change riskChapter 6 SRI in economic equilibriaChapter 7 Conclusion

We analyze the tail of the sum of two random variables when the dependence structure is driven by the Bernstein family of copulas. We consider exponential and Pareto distributions as marginals. We show that the first term in the asymptotic behavior of the sum is not driven by the dependence...