Climate Aware Asset Pricing
On 5 November 2020, at the Climate Change, Credit Risk and Covid-19 Workshop organised by Long-Term Investors@UniTO and EDHEC-risk institute, Riccardo Rebonato, Professor of Finance, EDHEC Business School and Lead Expert on Factor Investing Fixed Income, EDHEC-Risk Institute, gave a presentation on "Climate-Aware Asset Pricing" and examined the following issues:
- Are Integrated Assessment Models useful for asset pricing? What do they imply for fixed income?
- Relative and absolute valuation of assets: picking winner and losers versus projecting economic growth.
- “Doing well while doing good” – Does it work? Does it make sense?
About EDHEC
Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the world’s top 15 business schools. Fully international and directly connected to the business world, EDHEC commands a strong reputation for research excellence and the ability to train entrepreneurs and managers capable of breaking new ground. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching is inspired by its research work and a focus on “learning by doing”, all with the aim of equipping people with the skills to succeed in business.
