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Climate Finance Portfolio Management: Measuring Efficiency ($/CO2) at Risk

Author

Listed:
  • Suarez, Ronny

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.

Suggested Citation

  • Suarez, Ronny, 2019. "Climate Finance Portfolio Management: Measuring Efficiency ($/CO2) at Risk," MPRA Paper 92713, University Library of Munich, Germany.
    • Handle: RePEc:pra:mprapa:92713
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    File URL: https://mpra.ub.uni-muenchen.de/92713/1/MPRA_paper_92713.pdf
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    More about this item

    Keywords

    Climate finance; Efficiency at Risk;

    JEL classification:

    • C0 - Mathematical and Quantitative Methods - - General

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