Reducing the Carbon Intensity of Low Volatility Portfolios

Jennifer Bender, Chen He, Chee Ooi and Xiaole Sun
The Journal of Portfolio Management Ethical Investing 2020, jpm.46.3.108; DOI: https://doi.org/10.3905/jpm.2020.46.3.108

Article Information

jpm.46.3.108
DOI 
https://doi.org/10.3905/jpm.2020.46.3.108
Published By 
Pageant Media Ltd
Print ISSN 
0095-4918
Online ISSN 
2168-8656
History 
  • Published online January 18, 2020.

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Copyright & Usage 
© 2020 Pageant Media Ltd

Author Information

  1. Jennifer Bender
    1. is a senior managing director in the Global Equity Beta Solutions team at State Street Global Advisors in Boston, MA. (jennifer_bender{at}ssga.com)
  2. Chen He
    1. is a vice president in the Active Quantitative Equity team at State Street Global Advisors in Boston, MA. (chen_he{at}ssga.com)
  3. Chee Ooi
    1. is a managing director in the Active Quantitative Equity team at State Street Global Advisors in Boston, MA. (chee_ooi{at}ssga.com)
  4. Xiaole Sun
    1. is a vice president in the Global Equity Beta Solutions team at State Street Global Advisors in Boston, MA. (xiaole_sun{at}ssga.com)
  1. To order reprints of this article, please contact David Rowe at d.rowe{at}pageantmedia.com or 646-891-2157.
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Reducing the Carbon Intensity of Low Volatility Portfolios
Jennifer Bender, Chen He, Chee Ooi, Xiaole Sun
The Journal of Portfolio Management Jan 2020, jpm.46.3.108; DOI: 10.3905/jpm.2020.46.3.108
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