Authors
Michael Mainelli (Z/Yen)
James Palmer
Research organisations
Z/Yen
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A Portfolio Approach to Climate Change Investment and Policy
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Document summary
This report is intended to provide an illustration of the application of portfolio modelling to climate change investment.
Using data published by the IPCC, a Monte Carlo methodology is used to generate investment portfolios, measured in value by GHG abatement and carbon market financial returns. The resulting portfolios were then analysed for effectiveness – revealing some high-level themes about what might be efficient portfolios for investors in climate change abatement.
This methodology provides a starting point for investors wanting to construct a more sophisticated portfolio model for climate change. ©Copyright 2008, Z/Yen Group Limited
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