- Home
- The Market Measure of Carbon Risk and its impact on the Minimum Variance Portfolio
The Market Measure of Carbon Risk and its impact on the Minimum Variance Portfolio
Tuesday 26 January 2021
Like ESG investing, climate change is an important concern for asset managers and owners, and a new challenge for portfolio construction. Until now, investors have mainly measured carbon risk using fundamental approaches, such as with carbon intensity metrics. Nevertheless, it has not been proven that asset prices are directly impacted by these fundamental-based measures. In this paper, we focus on another approach, which consists in measuring the sensitivity of stock prices with respect to a carbon risk factor...
Other news
23/04/2024
Global growth forecast revised higher, again
With 2024 global GDP growth forecast similar to the numbers of 2023, the IMF is no longer expecting a slowdown.
05/04/2024
Global Investment Views - April 2024
Explore the late-cycle environment. Gain insights into the US economic outlook, inflation concerns, and Emerging Markets' resilience. Stay informed on the potential impact of US elections, monetary policy divergences, and global economic trends.
18/04/2024
IFC and Amundi announce the final closing of the fund Amundi Planet II – SEED (Sustainable Emerging Economy Development Debt).
Launched in 2021 on the sidelines of COP26 in Glasgow, IFC, a member of the World Bank Group, and Amundi, the leading European asset manager, announced the closing of Amundi Planet II - SEED fund. Addressing the dual challenges of inequality and climate change, this new fund will mobilize private investment into emerging market sustainable bonds that support COVID-19 relief efforts and promote a green, resilient, and inclusive recovery from the pandemic.