Munich Personal RePEc Archive

Climate Finance Portfolio Management: Measuring Efficiency ($/CO2) at Risk

Suarez, Ronny (2019): Climate Finance Portfolio Management: Measuring Efficiency ($/CO2) at Risk.

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Abstract

In this paper, we introduced the Efficiency ($/CO2) at Risk indicator. It could be used to compare performance, to evaluate asset allocation, to execute a portfolio optimization and/or to establish risk appetite policies.

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