We aim to construct portfolios by employing different risk models and compare their performance in order to understand their appropriateness for effective portfolio management for investors. Mean variance (MV), semi variance (SV), mean absolute deviation (MaD) and conditional value at risk...

Climate and environment-related international private finance flows have considerably risen since the early 1990s. The evidence on both sectoral sensitivities and increased climate-relevant investments suggests a potential link between international investment flows and climate variables, which...