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SSRNPortfolio & Allocation

Climate Metrics for Investments

The integration of climate metrics into investment portfolios as optimization constraints is demonstrated, indicating that the MSCI World Index can handle high integration of climate metrics with minimal performance or tracking error losses.

Featured in No. 101 on 11 Jun 2025 · 6 days after release

Released
5 Jun 2025
First featured
No. 101 · 11 Jun 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 5283074

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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