Climate Investing: New Strategies and Implementation Challenges

  • 5h 27m
  • Emmanuel Jurczenko
  • John Wiley & Sons (US)
  • 2023

This edited book consists of a collection of original articles written by leading industry and academic experts in the area of climate investing.

The chapters introduce the reader to some of the latest research developments in the area of low-carbon investing and climate change solutions.

Each chapter deals with new methods for estimating portfolio carbon footprints, constructing Paris-aligned equity and multi-asset portfolios and hedging climate risks. This title will be of great help to portfolio managers, asset owners and consultants, as well as academics and students who want to improve their knowledge and understanding of climate investing.

About the Author

Emmanuel JURCZENKO is Director of Graduate Studies and Professor of Finance at Glion Institute of Higher Education, Switzerland. Prior to this, he spent 13 years as Associate Professor of Finance at ESCP-Europe and worked for ABN-AMRO as Head of Quantitative Analysts where he was in charge of quantitative fund selection. His research focuses on portfolio construction in particular on risk budgeting, factor investing and machine learning estimation techniques.

In this Book

  • Foreword
  • The Financial Materiality of Climate Change—Evidence from a Global Survey
  • Looking Forward with Historical Carbon Data
  • Portfolio Construction with Climate Risk Measures
  • Hedging Climate Risks—A Cross-asset Approach
  • A Framework for Achieving Net-Zero-Carbon Alpha Portfolios
  • Active Paris-aligned Equity Investing
  • Green Alpha
  • Enhancing Environment-driven Portfolios with Traditional Factors
  • Enhancing the Accuracy of Firm Valuation with Multiples using Carbon Emissions
  • Risk Management Challenges in Sustainability Themed Portfolios—An Application to GHG-constrained Portfolios
  • Absolutely Sustainable Investing across Asset Classes with Paris-aligned Benchmarks—An Application to AP2
  • Delegated Philanthropy in Mutual Fund Votes on Climate Change Externalities
  • Creditworthiness and Buildings’ Energy Efficiency in the Mortgage Market
  • The Thesis for Green Investing and other ESG Through the Looking Glass of China and the US
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