6/05/2024 Sustainable Finance Modeling Direct and Indirect Climate-related Physical Risks This paper addresses the methodological challenges in quantifying physical risks associated with climate change.
26/01/2021 Sustainable Finance The Market Measure of Carbon Risk and its Impact on the Mini... Like ESG investing, climate change is an important concern for asset managers and owners, and a new challenge for portfolio construction.
26/08/2020 Sustainable Finance Measuring and Managing Carbon Risk in Investment Portfolios This article studies the impact of carbon risk on stock pricing.
28/05/2020 Trajectory Monitoring in Portfolio Management and Issuer Int... 2°C alignment has become a major issue for climate-aware portfolio management.
7/04/2020 Sustainable Finance Credit Risk Sensitivity to Carbon Price In order to meet the objectives set by the Paris Climate Agreement, global greenhouse gas emissions must be drastically reduced.