Net Zero Investing for Multi-Asset Portfolios seeking to satisfy Paris Aligned Benchmark Requirements with Climate Alpha Signals

P Hodges, H Ren, K Schwaiger… - Available at SSRN …, 2022 - papers.ssrn.com
Abstract The authors embed Paris Aligned Benchmark (PAB) requirements in an illustrative
multi-asset portfolio containing developed and emerging market equities, sovereign bonds …

Solution Uniqueness and Continuity of the FTSE Target Exposure Methodology

J Riposo, Y Wang - Available at SSRN 4536644, 2023 - papers.ssrn.com
Abstract The Target Exposure methodology [FTSE] derives a portfolio allocation of assets,
each being exposed to multiple factors. We show that, given a set of model parameters and …

lmproving the EU SFDR Paris-Aligned Benchmark for Net-Zero portfolio construction

BW Cappelen, CA Griffejoen - 2023 - biopen.bi.no
In this paper, we show that without the analysis of firm-specific emission reduction
behaviour, asset managers run the risk of long-term underperformance due to exposure to …

What Drives Sustainable Indices? A Framework for Analyzing the Sustainable Index Landscape

A Jacob, M Wilkens - A Framework for Analyzing the Sustainable …, 2021 - papers.ssrn.com
This article presents an encompassing four-step customizable framework for analyzing the
heterogeneous sustainable index landscape. Compared to previous studies, we present …