Fund portfolio networks: a climate risk perspective

Amzallag, Adrien

doi:10.2139/ssrn.3924326

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2022

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“…To our knowledge, there are two papers that employ a related approach to deal with climate risk in investment funds. Amzallag (2021) studies the climate risk of investment funds by means of their carbon footprint and shows that investment fund exposures to the climate transition are heterogeneous, with funds investing in highly pollutant firms exhibiting higher interconnectedness than funds investing in sustainable activities. Gourdel and Sydow (2021) analyze the impact of physical and transition risks on European funds considering redemption shocks, losses from repricing risk, fire sales and second-round effects.…”

Section: Introductionmentioning

confidence: 99%