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.
| Item Type: | MPRA Paper |
|---|---|
| Original Title: | Climate Finance Portfolio Management: Measuring Efficiency ($/CO2) at Risk |
| English Title: | Climate Finance Portfolio Management: Measuring Efficiency ($/CO2) at Risk |
| Language: | English |
| Keywords: | Climate finance, Efficiency at Risk |
| Subjects: | C - Mathematical and Quantitative Methods > C0 - General |
| Item ID: | 92713 |
| Depositing User: | Mr Ronny Suarez |
| Date Deposited: | 15 Mar 2019 17:36 |
| Last Modified: | 26 Sep 2019 12:02 |
| References: | Basel Committee on Banking Supervision. Operational risk – Revisions to the simpler approaches. Nario, Luis, Pfister, Tamara, Poppensieker, Thomas, and Stegemann, Uwe. (2016). The evolving role of credit portfolio management. United Nations Framework Convention on Climate Change(2014). Summary and recommendations by the Standing Committee on Finance on the 2014 biennial assessment and overview of climate finance flows. |
| URI: | https://mpra.ub.uni-muenchen.de/id/eprint/92713 |
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