Accentuate the Positive, Eliminate the Negative: Using Constraints to Amplify Factor-Based Indexes

Reducing the Carbon Footprint of an Index: How Low Can You Go?

P Bouchey, M de Leon, Z Jawaid… - Available at SSRN …, 2024 - papers.ssrn.com
How low can you reduce the carbon footprint associated with an index-based portfolio
without creating unacceptable levels of active risk versus a capitalization-weighted …
Save Cite Related articles View as HTML