Join Stefano Giglio as he proposes and implements a procedure to dynamically hedge climate change risk. The resulting hedge portfolios outperform alternative hedging strategies based primarily on industry tilts. Stefano will conclude his discussion and explore directions for future research on financial approaches to managing climate risk.
Speaker:
Stefano Giglio, Yale School of Management
Read Professor Giglio’s research co-authored by Nobel Laureate Robert Engle before the event.
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