气候风险因子模拟投资组合

IF 3.4 3区经济学 Q1 BUSINESS, FINANCE

Financial Analysts Journal Pub Date : 2024-05-10 DOI:10.1080/0015198x.2024.2332164

Gianluca De Nard, Robert F. Engle, Bryan Kelly

引用次数: 0

摘要

我们提出并实施了一种最佳规避气候变化风险的程序。首先，我们通过报纸文本分析构建气候风险指数。其次，我们提出了一种新的方法来共同...

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来源期刊

Financial Analysts Journal BUSINESS, FINANCE-

CiteScore

5.40

自引率

7.10%

发文量

期刊介绍： The Financial Analysts Journal aims to be the leading practitioner journal in the investment management community by advancing the knowledge and understanding of the practice of investment management through the publication of rigorous, peer-reviewed, practitioner-relevant research from leading academics and practitioners.