{"title":"气候风险因子模拟投资组合","authors":"Gianluca De Nard, Robert F. Engle, Bryan Kelly","doi":"10.1080/0015198x.2024.2332164","DOIUrl":null,"url":null,"abstract":"We propose and implement a procedure to optimally hedge climate change risk. First, we construct climate risk indices through textual analysis of newspapers. Second, we present a new approach to co...","PeriodicalId":48062,"journal":{"name":"Financial Analysts Journal","volume":"8 1","pages":""},"PeriodicalIF":3.4000,"publicationDate":"2024-05-10","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Factor-Mimicking Portfolios for Climate Risk\",\"authors\":\"Gianluca De Nard, Robert F. Engle, Bryan Kelly\",\"doi\":\"10.1080/0015198x.2024.2332164\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"We propose and implement a procedure to optimally hedge climate change risk. First, we construct climate risk indices through textual analysis of newspapers. Second, we present a new approach to co...\",\"PeriodicalId\":48062,\"journal\":{\"name\":\"Financial Analysts Journal\",\"volume\":\"8 1\",\"pages\":\"\"},\"PeriodicalIF\":3.4000,\"publicationDate\":\"2024-05-10\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Financial Analysts Journal\",\"FirstCategoryId\":\"96\",\"ListUrlMain\":\"https://doi.org/10.1080/0015198x.2024.2332164\",\"RegionNum\":3,\"RegionCategory\":\"经济学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q1\",\"JCRName\":\"BUSINESS, FINANCE\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Financial Analysts Journal","FirstCategoryId":"96","ListUrlMain":"https://doi.org/10.1080/0015198x.2024.2332164","RegionNum":3,"RegionCategory":"经济学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q1","JCRName":"BUSINESS, FINANCE","Score":null,"Total":0}
We propose and implement a procedure to optimally hedge climate change risk. First, we construct climate risk indices through textual analysis of newspapers. Second, we present a new approach to co...
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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.
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