Building portfolios of sovereign securities with decreasing carbon footprints
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- Gong Cheng & Eric Jondeau & Benoît Mojon, 2022. "Building portfolios of sovereign securities with decreasing carbon footprints," Swiss Finance Institute Research Paper Series 22-66, Swiss Finance Institute.
References listed on IDEAS
- Eric Jondeau & Benoit Mojon & Luiz Awazu Pereira da Silva, 2021.
"Building benchmarks portfolios with decreasing carbon footprints,"
BIS Working Papers
985, Bank for International Settlements.
- Eric Jondeau & Benoît Mojon & Luiz A. Pereira da Silva, 2021. "Building Benchmarks Portfolios with Decreasing Carbon Footprints," Swiss Finance Institute Research Paper Series 21-91, Swiss Finance Institute.
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Cited by:
- Gong Cheng & Torsten Ehlers & Frank Packer & Yanzhe Xiao, 2024.
"Sovereign green bonds: a catalyst for sustainable debt market development?,"
BIS Working Papers
1198, Bank for International Settlements.
- Gong Cheng & Torsten Ehlers & Frank Packer & Yanzhe Xiao, 2024. "Sovereign Green Bonds: A Catalyst for Sustainable Debt Market Development?," IMF Working Papers 2024/120, International Monetary Fund.
- Gong Cheng & Torsten Ehlers & Frank Packer, 2022. "Sovereigns and sustainable bonds: challenges and new options," BIS Quarterly Review, Bank for International Settlements, September.
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More about this item
Keywords
carbon footprints; sovereign debt; portfolio rebalancing; portfolio optimisation; active share; tracking error;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G24 - Financial Economics - - Financial Institutions and Services - - - Investment Banking; Venture Capital; Brokerage
- Q56 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Environment and Development; Environment and Trade; Sustainability; Environmental Accounts and Accounting; Environmental Equity; Population Growth
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2022-09-26 (Energy Economics)
- NEP-ENV-2022-09-26 (Environmental Economics)
- NEP-IFN-2022-09-26 (International Finance)
- NEP-SEA-2022-09-26 (South East Asia)
- NEP-TRA-2022-09-26 (Transition Economics)
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