Carbon Risk Integration: Interaction Between Carbon Risk and Traditional Risk Factors

Categories: Industry/Sector Analysis, General Market Analysis, ESG, Investor Education, Equity Investments

Country or region: Asia Pacific (Overall)

Summary:
We argue that a pure, unconstrained, carbon-efficient portfolio outperformed a carbon-inefficient portfolio, as well as the underlying benchmark, on an absolute return basis, but underperformed on a risk-adjusted basis due to the portfolio having higher volatility. ......


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