---
title: Cross Asset Climate Betas
url: https://www.ml-quant.com/papers/ssrn/5073529/
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: SSRN 5073529
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5073529
featured: 2025-01-01
citations: unknown
topic: Portfolio & Allocation
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5073529
- Identifier: SSRN 5073529
- Released: 2024-12-26
- First featured: Quant Letter No. 80 (2025-01-01): https://www.ml-quant.com/issues/2025-01-01/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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