Cover Image

Hedging carbon risk with a network approach

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Azzone, Michele, Pocelli, Maria Chiara, Stocco, Davide
Format:	Preprint
Published:	2023
Subjects:	Portfolio Management
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Asset management with an ESG mandate
by: Azzone, Michele, et al.
Published: (2024)

Temperature Anomalies and Climate Physical Risk in Portfolio Construction
by: Azzone, Michele, et al.
Published: (2026)

On the Efficacy of Shorting Corporate Bonds as a Tail Risk Hedging Solution
by: Cable, Travis, et al.
Published: (2025)

Optimal Hedge Ratio for Delta-Neutral Liquidity Provision under Liquidation Constraints
by: Hane, Atsushi
Published: (2026)

Deep Hedging with Reinforcement Learning: A Practical Framework for Option Risk Management
by: Lucius, Travon, et al.
Published: (2025)

The Geometry of Risk: Path-Dependent Regulation and Anticipatory Hedging via the SigSwap
by: Bloch, Daniel
Published: (2026)

PolyModel for Hedge Funds' Portfolio Construction Using Machine Learning
by: Zhao, Siqiao, et al.
Published: (2024)

Construction and Hedging of Equity Index Options Portfolios
by: Wysocki, Maciej, et al.
Published: (2024)

Hedge Fund Portfolio Construction Using PolyModel Theory and iTransformer
by: Zhao, Siqiao, et al.
Published: (2024)

Cyber risk and the cross-section of stock returns
by: Celeny, Daniel, et al.
Published: (2024)

Investor risk profiles of large language models
by: Cho, Hanyong, et al.
Published: (2026)

Enhancing CVaR portfolio optimisation performance with GAM factor models
by: Lauria, Davide, et al.
Published: (2023)

Portfolio and reinsurance optimization under unknown market price of risk
by: Ceci, Claudia, et al.
Published: (2024)

Market-Implied Sustainability: Insights from Funds' Portfolio Holdings
by: Giacometti, Rosella, et al.
Published: (2025)

A mixture transition distribution approach to portfolio optimization
by: De Blasis, Riccardo, et al.
Published: (2025)

Exponential Hedging for the Ornstein-Uhlenbeck Process in the Presence of Linear Price Impact
by: Dolinsky, Yan
Published: (2025)

Quantum computing approach to realistic ESG-friendly stock portfolios
by: Catalano, Francesco, et al.
Published: (2024)

Simulation-based approach for Multiproject Scheduling based on composite priority rules
by: Alvarez-Campana, Pablo, et al.
Published: (2024)

A semi-parametric dynamic conditional correlation framework for risk forecasting
by: Storti, Giuseppe, et al.
Published: (2022)

Neural Networks for Portfolio-Level Risk Management: Portfolio Compression, Static Hedging, Counterparty Credit Risk Exposures and Impact on Capital Requirement
by: Dhandapani, Vikranth Lokeshwar, et al.
Published: (2024)

Signed network models for portfolio optimization
by: Adhikari, Bibhas
Published: (2025)

Bridging Stochastic Control and Deep Hedging: Structural Priors for No-Transaction Band Networks
by: Arzel, Jules, et al.
Published: (2026)

DeltaHedge: A Multi-Agent Framework for Portfolio Options Optimization
by: Bańka, Feliks, et al.
Published: (2025)

Statistical applications of the 20/60/20 rule in risk management and portfolio optimization
by: Pączek, Kewin, et al.
Published: (2025)

Optimization of portfolios with cryptocurrencies: Markowitz and GARCH-Copula model approach
by: Jeleskovic, Vahidin, et al.
Published: (2023)

Disentangling the sources of cyber risk premia
by: Maréchal, Loïc, et al.
Published: (2024)

Basis Immunity: Isotropy as a Regularizer for Uncertainty
by: Segonne, Florent
Published: (2025)

Constrained portfolio optimization in a life-cycle model
by: Li, Wenyuan, et al.
Published: (2024)

Indifference pricing of pure endowments in a regime-switching market model
by: Cretarola, Alessandra, et al.
Published: (2023)

Introducing the PIT-plot -- a new tool in the portfolio manager's toolkit
by: Wiklund, Stig-Johan, et al.
Published: (2025)

Constructing a Portfolio Optimization Benchmark Framework for Evaluating Large Language Models
by: Cho, Hanyong, et al.
Published: (2026)

Multi periods mean-DCVaR optimization: a Recursive Neural Network resolution
by: Lelong, Jérôme, et al.
Published: (2026)

Asset pre-selection for a cardinality constrained index tracking portfolio with optional enhancement
by: Meade, N., et al.
Published: (2025)

A Framework for the Construction of a Sentiment-Driven Performance Index: The Case of DAX40
by: Billert, Fabian, et al.
Published: (2024)

Some general results on risk budgeting portfolios
by: Fassino, Claudia, et al.
Published: (2026)

A Multi-step Approach for Minimizing Risk in Decentralized Exchanges
by: Di Nosse, Daniele Maria, et al.
Published: (2024)

Optimal mutual insurance against systematic longevity risk
by: Armstrong, John, et al.
Published: (2024)

Diversification for infinite-mean Pareto models without risk aversion
by: Chen, Yuyu, et al.
Published: (2024)

Shifting the yield curve for fixed-income and derivatives portfolios
by: Bianchi, Michele Leonardo, et al.
Published: (2024)

Investigate The ESG Score Methodology
by: Chen, Zhi
Published: (2023)