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Articles by Afsaneh Mastouri

    Net-Zero Alignment for Multi-Asset-Class Portfolios

    7 mins read Blog | Sep 19, 2022 | Ashish Lodh , Guido Giese , Afsaneh Mastouri

    Asset owners who want to keep global warming below 1.5 degrees Celsius (1.5°C) have a tough row to hoe.

    How Did Climate Corporate-Bond Indexes Weather Market Volatility?

    7 mins read Blog | Aug 31, 2022 | Afsaneh Mastouri

    Climate indexes tend to have a lower weighting (relative to parent indexes) allocated to companies in the emission-intensive energy, utilities and materials sectors. Did these indexes underperform in the year to date, given high recent energy prices?

    Low Carbon 𝙖𝙣𝙙 High Liquidity for Bond Investors?

    7 mins read Blog | May 4, 2022 | Afsaneh Mastouri

    As corporate-bond investors embrace decarbonization as a goal in portfolio construction and management and benchmark selection, the question arises whether decarbonization targets are at odds with other desirable index attributes, such as liquidity.

    Managing Climate-Transition Risk in Credit Portfolios

    6 mins read Blog | Jan 31, 2022 | Afsaneh Mastouri

    Can managers take an active approach to systematically managing exposure of a corporate-bond portfolio to climate-transition risk? We investigate two different approaches to decarbonizing credit portfolios.

    In Transition to a New Economy: Corporate Bonds and Climate-Change Risk

    Research Report | Nov 24, 2021 | Rohit Mendiratta , Guido Giese , Afsaneh Mastouri

    In this paper, we highlight to investors and portfolio managers the significance of climate-change risk for the value of corporate bonds, as well as provide a framework for further research in this area.