Davide Benedetti

Imperial College Business School

South Kensington Campus

Exhibition Road

London SW7 2AZ, SW7 2AZ

United Kingdom

Pension Insurance Corporation

14 Cornhill

EC3V 3ND

United Kingdom

  • Imperial College Business School

  • Pension Insurance Corporation

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Scholarly Papers (1)

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Climate Change Investment Risk: Optimal Portfolio Construction Ahead of the Transition to a Lower-Carbon Economy

Number of pages: 35 Posted: 03 Dec 2018 Last Revised: 07 Oct 2019
Davide Benedetti, Enrico Biffis, Fotis Chatzimichalakis, Luciano Ruben Lilloy Fedele and Ian Simm
Imperial College Business School, Imperial College Business School, Impax Asset Management, Impax Asset Management and Impax Asset Management
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Abstract:

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Climate Change, Carbon Pricing, Bayesian Analysis, Black-Litterman Model, Portfolio Theory