Carbon Risk Hedging with Beta Hedge Ratio
A new hedge strategy has been created to reduce carbon risk in diverse portfolios, which lowers carbon beta without major losses in risk-adjusted returns, making it a suitable strategy for investors and fund managers.
Featured in No. 60 on 7 Aug 2024 · on release day
- Released
- 7 Aug 2024
- First featured
- No. 60 · 7 Aug 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 21
- Identifier
- RePEc:wsi:ijtafx:v:27:y:2024:i:01:n:s0219024924500067
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