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  • Managing Climate and Carbon Risk in Investment Portfolios
    Actuarial Science University of Waterloo Tony S. Wirjanto Professor Department of Statistics and ... Leaders, S&P/TSX 60 Fossil Fuel Free Carbon Efficient Index, S&P/TSX 60 Carbon Efficient Select, S&P Global ...

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    • Authors: Society of Actuaries, Ken Seng Tan, Mingyu Fang, Tony Wirjanto
    • Date: Feb 2018
    • Competency: External Forces & Industry Knowledge
    • Topics: General Insurance (Property & Casualty)
  • Sustainable Portfolios Under Climate Change: A Framework for Managing Investment-related Climate Change Risks
    19) shows the five- year rolling Sharpe ratio for U.S. sector and benchmark indices. Notice the lines represent- ... which are well below the red line representing the S&P 500 index. MARCH 2019 RISKS & REWARDS | 19 ...
    • Authors: Mingyu Fang, Tony Wirjanto, Ken Seng Tan
    • Date: Mar 2019
    • Publication Name: Risks & Rewards
    • Topics: Finance & Investments>Portfolio management - Finance & Investments; Environment>Climate trends