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Building benchmarks portfolios with decreasing carbon footprints

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by Eric Jondeau, Benoit Mojon and Luiz Awazu Pereira da Silva
In this paper, we build portfolios with a progressively falling carbon footprint, which passive investors could use as a new Paris-consistent (PC) benchmark while keeping their risk-adjusted returns at the same level as those of business-as-usual (BAU) benchmarks.

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Building benchmarks portfolios with decreasing carbon footprints

by Eric Jondeau, Benoit Mojon and Luiz Awazu Pereira da SilvaIn this paper, we build portfolios with a progressively falling carbon footprint, which passive