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ASSET DIVERSIFICATION VERSUS CLIMATE ACTION
16 references·0 citing·44 second hop
ASSET DIVERSIFICATION VERSUS CLIMATE ACTION (2020)ASSET DIVERSIFICATION VERSUS CLIMATE ACTI…Global Pricing of Carbon‐Transition Risk (2023)Global Pricing of Carbon‐Tran…Dissecting green returns (2022)Dissecting green returnsSustainable investing in equilibrium (2020)Sustainable investing in equi…Do Investors Care about Carbon Risk? (2019)Do Investors Care about Carbo…Revisiting the social cost of carbon (2017)Revisiting the social cost of…The geographical distribution of fossil fuels unused when limiting global warming to 2 °C (2015)The geographical distribution…Global non-linear effect of temperature on economic production (2015)Global non-linear effect of t…Temperature Shocks and Economic Growth: Evidence from the Last Half Century (2012)Temperature Shocks and Econom…The Environment and Directed Technical Change (2009)The Environment and Directed …Rare Disasters and Asset Markets in the Twentieth Century* (2006)Rare Disasters and Asset Mark…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…Stochastic Differential Utility (1992)Stochastic Differential Utili…To Slow or Not to Slow: The Economics of The Greenhouse Effect (1991)To Slow or Not to Slow: The E…Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework (1989)Substitution, Risk Aversion, …Temporal Resolution of Uncertainty and Dynamic Choice Theory (1978)Temporal Resolution of Uncert…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Asset Prices in an Exchange Economy (1978)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)The equity premium: A puzzle (1985)Dynamic Asset Pricing Theory. (1993)Household Finance (2006)Greenhouse-gas emission targets for limiting global warming to 2 °C (2009)A new scenario framework for climate change research: the concept of shared socioeconomic pathways (2013)Persistent growth of CO2 emissions and implications for reaching climate targets (2014)A Climate Stress-Test of the Financial System (2016)Unextractable fossil fuels in a 1.5 °C world (2021)The Colonial Origins of Comparative Development: An Empirical Investigation (2001)The Economics of Climate Change (2007)The Economics of Climate Change: The Stern Review (2007)Quantifying the Influence of Climate on Human Conflict (2013)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Presidential Address: Discount Rates (2011)Value and Momentum Everywhere (2013)… and the Cross-Section of Expected Returns (2015)The Penn World Table (Mark 5): An Expanded Set of International Comparisons, 1950-1988 (1991)What Do We Learn from the Weather? The New Climate-Economy Literature (2014)Social and economic impacts of climate (2016)Estimating economic damage from climate change in the United States (2017)The irreversible momentum of clean energy (2017)Measuring Systemic Risk (2016)American Economic Review (2019)Measuring Geopolitical Risk (2022)Common risk factors in the returns on stocks and bonds (1993)Corporate Governance and Equity Prices (2003)Liquidity Risk and Expected Stock Returns (2003)Adoption of CSR and Sustainability Reporting Standards: Economic Analysis and Review (2019)Investment and Asset Pricing with ESG Disagreement (2020)Firm‐Level Climate Change Exposure (2023)Innovation and Growth in the Global Economy. (1993)The environment and directed technical change (2012)Environmental Policy and Directed Technological Change: Evidence from the European Carbon Market (2014)Carbon Taxes, Path Dependency, and Directed Technical Change: Evidence from the Auto Industry (2016)Risk, Return, and Equilibrium: Empirical Tests (1973)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)The Importance of Climate Risks for Institutional Investors (2019)Firms and social responsibility: A review of ESG and CSR research in corporate finance (2021)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
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References

  • 1952PORTFOLIO SELECTION*18,429 cited
  • 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework4,270 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 2009The Environment and Directed Technical Change4,154 cited
  • 2019Do Investors Care about Carbon Risk?3,593 cited
  • 2015Global non-linear effect of temperature on economic production3,094 cited
  • 2020Sustainable investing in equilibrium2,395 cited
  • 2012Temperature Shocks and Economic Growth: Evidence from the Last Half Century2,360 cited
  • 2006Rare Disasters and Asset Markets in the Twentieth Century*2,324 cited
  • 2015The geographical distribution of fossil fuels unused when limiting global warming to 2 °C1,917 cited
  • 1978Temporal Resolution of Uncertainty and Dynamic Choice Theory1,822 cited
  • 1991To Slow or Not to Slow: The Economics of The Greenhouse Effect1,574 cited
  • 2017Revisiting the social cost of carbon1,464 cited
  • 2022Dissecting green returns1,168 cited
  • 1992Stochastic Differential Utility1,165 cited
  • 2023

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Global Pricing of Carbon‐Transition Risk
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