Cross Asset Climate Betas
The research indicates that adding commodities to an equity-bond portfolio can enhance diversification during climate stress, but it also increases tracking error and reduces risk-adjusted performance.
Featured in No. 80 on 1 Jan 2025 · 6 days after release
- Released
- 26 Dec 2024
- First featured
- No. 80 · 1 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 5073529
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