Thierry Roncalli
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256
Date
2022/11/25
ML Score
4
Job
Amundi | Head of Quantitative Research
Content
Net Zero Investment Portfolios - Part 1. The Integrated ApproachNew publication of Amundi Institute about net zero portfolios. With Inès Barahhou, Mohamed BEN SLIMANE, FRM and Noureddine Oulid Azouz, we investigate a first method called the integrated approach, which is implemented by equity and fixed-income mutual funds and ETFs. We define several important concepts, e.g., self-decarbonization, endogenous pathway, transition dimension, green intensity, investment shrinkage, etc. Our results show that net zero investing goes beyond the simple exercise of dynamic decarbonization (especially for equity portfolios), and is not always a free lunch. This research paper will be completed soon by a second part dedicated to the core-satellite approach, which is more relevant for multi-asset portfolios, thematic investing and the strategic asset allocation of asset owners.#amundi #netzero #climateaction #globalwarming #esg #sri #decarbonization #energytransition
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