A portfolio approach to climate investments: CAPM and endogenous risk
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DOI: 10.1007/s10640-006-9049-4
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- Frederick Ploeg & Aart Zeeuw, 2019.
"Pricing Carbon and Adjusting Capital to Fend Off Climate Catastrophes,"
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- Dietz, Simon & Gollier, Christian & Kessler, Louise, 2018. "The climate beta," LSE Research Online Documents on Economics 83605, London School of Economics and Political Science, LSE Library.
- Dietz, Simon & Gollier, Christian & Kessler, Louise, 2015. "The climate beta," IDEI Working Papers 856, Institut d'Économie Industrielle (IDEI), Toulouse.
- Kalantzis, Fotios & Dominguez, Sofia, 2022. "Are EU firms climate-ready? Micro evidence from EIBIS," EIB Working Papers 2022/08, European Investment Bank (EIB).
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- Jo-Ting Huang-Lachmann & Edeltraud Guenther, 2020. "From Dichotomy to an Integrated Approach: Cities’ Benefits of Integrating Climate Change Adaptation and Mitigation," Sustainability, MDPI, vol. 12(18), pages 1-17, September.
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Journal of Economic Literature, American Economic Association, vol. 51(3), pages 873-882, September.
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- Rob Aalbers, 2013. "Optimal Discount Rates for Investments in Mitigation and Adaptation," CPB Discussion Paper 257.rdf, CPB Netherlands Bureau for Economic Policy Analysis.
- Rob Aalbers, 2013. "Optimal Discount Rates for Investments in Mitigation and Adaptation," CPB Discussion Paper 257, CPB Netherlands Bureau for Economic Policy Analysis.
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More about this item
Keywords
CAPM; climate change; endogenous risk; climate investment; risk management; D81; G12; Q28;All these keywords.
JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- Q28 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Renewable Resources and Conservation - - - Government Policy
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