---
title: Carbon Risk Hedging with Beta Hedge Ratio
url: https://www.ml-quant.com/papers/repec/wsi-ijtafx-v-27-y-2024-i-01-n-s0219024924500067/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:wsi:ijtafx:v:27:y:2024:i:01:n:s0219024924500067
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fabs%2F10.1142%2FS0219024924500067%3Bh%3Drepec%3Awsi%3Aijtafx%3Av%3A27%3Ay%3A2024%3Ai%3A01%3An%3As0219024924500067
featured: 2024-08-07
citations: unknown
topic: Derivatives & Volatility
---


# Carbon Risk Hedging with Beta Hedge Ratio

A new hedge strategy has been created to reduce carbon risk in diverse portfolios, which lowers carbon beta without major losses in risk-adjusted returns, making it a suitable strategy for investors and fund managers.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fabs%2F10.1142%2FS0219024924500067%3Bh%3Drepec%3Awsi%3Aijtafx%3Av%3A27%3Ay%3A2024%3Ai%3A01%3An%3As0219024924500067
- Identifier: RePEc:wsi:ijtafx:v:27:y:2024:i:01:n:s0219024924500067
- Released: 2024-08-07
- First featured: Quant Letter No. 60 (2024-08-07): https://www.ml-quant.com/issues/2024-08-07/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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