The workshop on Climate Risk and Asset Pricing aims to foster an in-depth discussion on the
latest advances in understanding the interplay between climate risk factors and asset pricing.
The workshop will explore key methodologies such as machine learning approaches for asset
pricing, theoretical models explaining the greenium, and challenges related to ESG data,
including issues of greenwashing and limited data availability. By bringing together scholars and
experts, the event will address critical topics, including the development of innovative
frameworks for analyzing climate risk premiums, the integration of diverse ESG data sources,
and the implications of climate risks for portfolio diversification and stock return predictability.
The goal is to advance research that guides investors towards more conscious and sustainable
financial decisions, aligning with climate-related international objectives.
The workshop is organized within the MUR- Ministero dell’Università e della Ricerca- founded
by PNRR - Missione 4 “Istruzione e Ricerca” - Componente C2 Investimento 1.1 “Fondo per il
Programma Nazionale di Ricerca e Progetti di Rilevante Interesse Nazionale (PRIN)” by the Italian
Ministry of University and Research (MUR), Project title: “Climate risk and uncertainty:
environmental sustainability and asset pricing”.
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To follow the workshop online, please click here