Tag Archives: Low Volatility. Utilities

Nov 30, 2017

Carbon Exposure of the S&P 500® Low Volatility Index

Understanding the carbon exposure of smart beta strategies is important for market participants who are already implementing factor strategies and wish to incorporate carbon risk into the investment process. In a previous blog, our analysis showed that factors such as low volatility and value may be predisposed to higher carbon emissions because of their sector…

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