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17

Here are some resources that I found useful when learning about this subject, in which I'm very interested. (Some may be more general ESG than just just climate.) Citigroup. Environmental and Social Policy Framework (March 2021) UBS. Suni Harford. Investing in an ESG world - A practitioner’s guide (2020) AQR. Clearing the Air: Responsible Investment (...


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In R, the simplest way to brute force through a predefined number of portfolio combinations would be to simply iterate over them: set.seed(42) returns <- matrix(rnorm(200),40,5) weights <- list(c(1,0,0,0,0), c(0,1,0,0,0), c(0,0,1,0,0), c(0,0,0,1,0), c(0,0,0,0,1)) conf <- 0.99 sapply(...


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