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  1. 1. Reducing the Carbon Footprint of Equity Portfolios

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Harpa Sif Jonsdottir; Sheida Palmelind; [2017-07-26]
    Nyckelord :Portfolio Optimization; Carbon Footprint; Tracking Error; Sustainable Investments; Factor Analysis; Climate Risk; Green Finance; Swedish Equities;

    Sammanfattning : This paper investigates the e ect of reducing the carbon footprint of Swedish equity portfolios. In order to decrease CO2e emission of investments, the constituents of the portfolios are re-weighted with regards to their carbon footprint, while minimizing the tracking error against a benchmark portfolio. LÄS MER