Publication:

Low carbon mutual funds

Date

Date

Date
2024
Journal Article
Published version

Citations

Citation copied

Ceccarelli, M., Ramelli, S., & Wagner, A. (2024). Low carbon mutual funds. Review of Finance, 28, 45–74. https://doi.org/10.1093/rof/rfad015

Abstract

Abstract

Abstract

Climate change poses new challenges for portfolio management. In our not-yet-low carbon world, investors face a trade-off between minimizing their exposure to climate risks and maximizing the benefits of portfolio diversification. This paper investigates how investors and financial intermediaries navigate this trade-off. After the release of Morningstar's novel carbon risk metrics in April 2018, mutual funds labeled as "low carbon" experienced a significant increase in investor demand, especially those with high risk-adjusted returns.

Metrics

Downloads

30 since deposited on 2023-08-28
Acq. date: 2025-11-12

Views

87 since deposited on 2023-08-28
Acq. date: 2025-11-12

Additional indexing

Creators (Authors)

Journal/Series Title

Journal/Series Title

Journal/Series Title

Volume

Volume

Volume
28

Number

Number

Number
1

Page range/Item number

Page range/Item number

Page range/Item number
45

Page end

Page end

Page end
74

Item Type

Item Type

Item Type
Journal Article

Dewey Decimal Classifikation

Dewey Decimal Classifikation

Dewey Decimal Classifikation

Scope

Scope

Scope
Discipline-based scholarship (basic research)

Language

Language

Language
English

Publication date

Publication date

Publication date
2024-01-16

Date available

Date available

Date available
2023-08-28

Publisher

Publisher

Publisher

ISSN or e-ISSN

ISSN or e-ISSN

ISSN or e-ISSN
1572-3097

OA Status

OA Status

OA Status
Hybrid

Free Access at

Free Access at

Free Access at
DOI

Other Identification Number

Other Identification Number

Other Identification Number
merlin-id:23538

Metrics

Downloads

30 since deposited on 2023-08-28
Acq. date: 2025-11-12

Views

87 since deposited on 2023-08-28
Acq. date: 2025-11-12

Citations

Citation copied

Ceccarelli, M., Ramelli, S., & Wagner, A. (2024). Low carbon mutual funds. Review of Finance, 28, 45–74. https://doi.org/10.1093/rof/rfad015

Hybrid Open Access
Loading...
Thumbnail Image

Files

Files

Files
Files available to download:1

Files

Files

Files
Files available to download:1
Loading...
Thumbnail Image