Press Release
Both climate change inaction and climate change action are expected to have an impact on the value of financial assets. It is therefore of interest to investors to quantify their exposure to climate change through the use of a climate beta, just as an exposure to market risk is measured by the traditional market beta. However, measuring the climate beta is difficult because it requires identifying a proxy variable that reflects changes in climate risk.
press_release_amundi_ercii_0923.docx
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2023
