分享一个SSRN上的小册子:
Handbook of Sustainable Finance
Thierry Roncalli
AbstractThis handbook in Sustainable Finance corresponds to the lecture notes of the course given at University Paris-Saclay, ENSAE and Sorbonne University. It covers the following chapters: 1. Introduction, 2. ESG Scoring, 3. Financial Performance of ESG Investing, 4. Sustainable Financial Products, 5. Impact Investing, 6. Voting Policy & Engagement, 7. Extra-financial Accounting, 8. Economic Modeling of Climate Change, 9. Climate Risk Measures, 10. Transition Risk Modeling, 11. Portfolio Optimization, 12. Physical Risk Modeling, 13. Climate Stress Testing, 14. Conclusion, 15. Appendix A Technical Appendix, 16. Appendix B Solutions to the Tutorial Exercises.
Keywords: Sustainable finance, ESG investing, climate risk