A Quantity-Based Approach to Constructing Climate Risk Hedge Portfolios
收藏NBER2022-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w30703
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资源简介：
We propose a new methodology to build portfolios that hedge the economic and financial risks from climate change. Our quantity-based approach exploits information on how mutual fund managers trade in response to idiosyncratic changes in their climate risk beliefs. We exploit two types of
提供机构：
美国国家经济研究局
创建时间：
2022-12-01
