Science-based emission targets and risk-adjusted portfolio return: An analysis using global SBTi-validated stocks
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More about this item
Keywords
Risk adjusted return; carbon emission; emission disclosure; Fama French; SBTi;All these keywords.
JEL classification:
- D62 - Microeconomics - - Welfare Economics - - - Externalities
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G23 - Financial Economics - - Financial Institutions and Services - - - Non-bank Financial Institutions; Financial Instruments; Institutional Investors
- G30 - Financial Economics - - Corporate Finance and Governance - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DES-2023-04-17 (Economic Design)
- NEP-ENE-2023-04-17 (Energy Economics)
- NEP-ENV-2023-04-17 (Environmental Economics)
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