Research and Insights
Articles by Afsaneh Mastouri
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 RiskReport | 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.