Essays about: "Harpa Sif Jonsdottir"

Found 1 essay containing the words Harpa Sif Jonsdottir.

  1. 1. Reducing the Carbon Footprint of Equity Portfolios

    University essay from Göteborgs universitet/Graduate School

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

    Abstract : 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. READ MORE