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White Paper on Sustainable Portfolio Management

White Paper on Sustainable Portfolio Management

by Ad Min -
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Planetary Boundaries

In the latest Open Risk White Paper (OpenRiskWP11_021221) “Sustainable Portfolio Management: Attribution and Allocation of Greenhouse Gas Emissions", we discuss the different required information layers, approaches to emissions accounting, attribution and forward-looking limit frameworks implementing carbon budget constraints. The white paper serves also as a first installment of the mathematical documentation of the Equinox Software Platform (code repository here).