Handbook of Quantitative Sustainable Finance (Hardcover)

1 Introduction: what can quantitative finance bring to sustainable finance??I Risks and Regulation?2 Transition risks: a new frontier for risk management?3 Green investment and asset stranding under transition scenario uncertainty?4 Climate stress testing?5 Combating climate change with green quantitative easing?II Asset Pricing and Portfolio Management?6 Dissecting green returns?7 Climate impact investing?8 Quantifying the impact of impact investing?9 Performance attribution for portfolio constraints?10 Portfolio alignment and net zero investing?III Data, Measurement, and AI?11 Data for climate and sustainable finance?12 Estimating corporate greenhouse gas emissions?13 Measurement of firm climate risks?14 ESG scores to the rescue: objectives, procedures, and uses?IV Product Design and Specific Markets?15 The value of green energy: optimal investment in mutually exclusive projects and operating leverage?16 The effect of pro-environmental preferences on bond prices: Evidence from green bonds?17 Stochastic carbon regulation in continuous time?18 Insurance products and sustainability?