Jonathan Harris

Total Portfolio Project

SCHOLARLY PAPERS

9

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Top 47,446

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1,838

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (9)

1.

A Framework for Investing with Altruism

Number of pages: 39 Posted: 11 Oct 2021 Last Revised: 15 Nov 2021
Jonathan Harris
Total Portfolio Project
Downloads 328 (154,472)

Abstract:

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Altruistic investing, impact, responsible investment, impact investing, ESG, sustainable investing, socially responsible investing

2.

Investing for Impact in General Equilibrium

Number of pages: 65 Posted: 11 Oct 2021 Last Revised: 14 Nov 2022
Jonathan Harris
Total Portfolio Project
Downloads 309 (164,580)
Citation 1

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Altruistic investing, impact, responsible investment, impact investing, ESG, sustainable investing, socially responsible investing, impact, climate, investor impact, enterprise impact, asset pricing, heterogeneity, altruism, sustainability, ambiguity, model uncertainty. moral uncertainty

3.

The Emerging Importance of Carbon Emission-Intensities and Scope 3 (Supply Chain) Emissions in Equity Returns

Number of pages: 8 Posted: 04 Oct 2015
Jonathan Harris
Total Portfolio Project
Downloads 280 (182,394)
Citation 1

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Carbon Emissions, Greenhouse Gas Emissions, Equity Returns, Risk Premia, Risk Factors

4.

The Carbon Risk Factor (EMI - ‘Efficient Minus Intensive’)

Number of pages: 5 Posted: 07 Oct 2015
Jonathan Harris
Total Portfolio Project
Downloads 242 (210,819)
Citation 1

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Risk premia, Risk factors, Carbon risk, Greenhouse Gas Emissions

5.

What Drives Voluntary Greenhouse Gas Emissions Disclosure?

Number of pages: 71 Posted: 11 Jan 2020
Jonathan Harris
Total Portfolio Project
Downloads 188 (266,845)
Citation 1

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voluntary disclosure, greenhouse gas emissions, climate, TCFD, CDP

6.

Pricing Investor Impact

Number of pages: 60 Posted: 09 Nov 2022 Last Revised: 05 Jun 2023
Jonathan Harris
Total Portfolio Project
Downloads 154 (316,717)

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Impact investment, supply and demand curves, Investor impact, Investor contribution, Enterprise impact, ESG, Greenhouse gas emissions

7.

A Note on Fitting Markov Operator Credit Risk Models

Number of pages: 19 Posted: 20 Jun 2008 Last Revised: 01 Jul 2008
Harley Thompson and Jonathan Harris
Commonwealth Bank of Australia and Total Portfolio Project
Downloads 121 (381,975)

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Credit Risk, Portfolio Modelling, Stochastic Time Change, Markov Operator, CGMY process

8.

The Effects of Responsible Investment: Financial Returns, Risk Reduction and Impact

ET Index Special Report 05: March (2016)
Number of pages: 14 Posted: 01 Nov 2016
Jonathan Harris
Total Portfolio Project
Downloads 112 (404,043)

Abstract:

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Responsible Investment, Climate Risk

9.

Multifrequency Climate and Stock Returns

Number of pages: 190 Posted: 21 Nov 2022
Jonathan Harris
Total Portfolio Project
Downloads 104 (425,965)

Abstract:

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Asset pricing, return seasonality, climate, temperature, January effect