Luciano Ruben Lilloy Fedele

Impax Asset Management

30 Panton Street

London, SW1Y 4AJ

United Kingdom

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Scholarly Papers (1)

1.

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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Citation 3

Abstract:

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