Research and Insights
Articles by Afsaneh Mastouri
Net-Zero Alignment for Multi-Asset-Class Portfolios7 mins read Blog | Sep 19, 2022 |
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 |
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 |
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 Portfolios6 mins read Blog | Jan 31, 2022 |
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 RiskResearch Report | Nov 24, 2021 |
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.