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

Ronny Suarez

MPRA Paper from University Library of Munich, Germany

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.

Keywords: Climate finance; Efficiency at Risk (search for similar items in EconPapers)
JEL-codes: C0 (search for similar items in EconPapers)
Date: 2019-03-11
New Economics Papers: this item is included in nep-eff, nep-ene and nep-env
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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:92713

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