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Pricing Climate Ambiguity

https://doi.org/10.2139/ssrn.5049349
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Scientific Ambiguity and Climate Policy
inferredcites →https://doi.org/10.1016/0304-405x(77)90041-1openalex-snapshot
Estimating betas from nonsynchronous data
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Expected stock returns and volatility
inferredcites →https://doi.org/10.1016/j.jbankfin.2023.106948openalex-snapshot
Dissecting climate risks: Are they reflected in stock prices?
inferredcites →https://doi.org/10.1016/j.jebo.2016.03.009openalex-snapshot
Ambiguous Tipping Points
inferredcites →https://doi.org/10.1016/j.jeconom.2015.02.008openalex-snapshot
Does Anything Beat 5-Minute RV? A Comparison of Realized Measures Across Multiple Asset Classes
inferredcites →https://doi.org/10.1016/j.jet.2020.105001openalex-snapshot
A theoretical foundation of ambiguity measurement
inferredcites →https://doi.org/10.1016/j.jfineco.2005.01.005openalex-snapshot
Separating microstructure noise from volatility
inferredcites →https://doi.org/10.1016/j.jfineco.2014.10.010openalex-snapshot
A five-factor asset pricing model
inferredcites →https://doi.org/10.1016/j.jfineco.2016.12.006openalex-snapshot
Risk, ambiguity, and the exercise of employee stock options
inferredcites →https://doi.org/10.1016/j.jfineco.2018.07.007openalex-snapshot
Asset pricing and ambiguity: Empirical evidence
inferredcites →https://doi.org/10.1016/j.jfineco.2021.05.008openalex-snapshot
Do Investors Care about Carbon Risk?
inferredcites →https://doi.org/10.1016/j.jfineco.2021.09.009openalex-snapshot
Sustainable investing with ESG rating uncertainty
inferredcites →https://doi.org/10.1016/j.jfineco.2022.07.007openalex-snapshot
Dissecting green returns
inferredcites →https://doi.org/10.1016/j.jmateco.2016.12.004openalex-snapshot
Expected Utility with Uncertain Probabilities Theory
inferredcites →https://doi.org/10.1016/s0304-405x(01)00055-1openalex-snapshot
The distribution of realized stock return volatility
inferredcites →https://doi.org/10.1038/nature08047openalex-snapshot
The proportionality of global warming to cumulative carbon emissions
inferredcites →https://doi.org/10.1093/reep/ret023openalex-snapshot
Reflections
inferredcites →https://doi.org/10.1093/rfs/hhi016openalex-snapshot
How Often to Sample a Continuous-Time Process in the Presence of Market Microstructure Noise
inferredcites →https://doi.org/10.1093/rfs/hhl003openalex-snapshot
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
inferredcites →https://doi.org/10.1093/rfs/hhu068openalex-snapshot
Digesting Anomalies: An Investment Approach
inferredcites →https://doi.org/10.1093/rfs/hhz072openalex-snapshot
Hedging Climate Change News
inferredcites →https://doi.org/10.1093/rfs/hhz082openalex-snapshot
Ambiguity, Volatility, and Credit Risk
inferredcites →https://doi.org/10.1093/rfs/hhz144openalex-snapshot
Pricing Uncertainty Induced by Climate Change
inferredcites →https://doi.org/10.1093/rof/rfad013openalex-snapshot
Are Carbon Emissions Associated with Stock Returns?
inferredcites →https://doi.org/10.1093/rof/rfad019openalex-snapshot
Are Carbon Emissions Associated with Stock Returns? Comment
inferredcites →https://doi.org/10.1103/physrev.106.620openalex-snapshot
Information Theory and Statistical Mechanics
inferredcites →https://doi.org/10.1111/j.1540-6261.1992.tb04398.xopenalex-snapshot
The Cross-Section of Expected Stock Returns
inferredcites →https://doi.org/10.1111/j.1540-6261.1996.tb05202.xopenalex-snapshot
Multifactor Explanations of Asset Pricing Anomalies
inferredcites →https://doi.org/10.1111/j.1540-6261.1997.tb03808.xopenalex-snapshot
On Persistence in Mutual Fund Performance
inferredcites →https://doi.org/10.1111/jofi.13217openalex-snapshot
The Pollution Premium
inferredcites →https://doi.org/10.1111/jofi.13219openalex-snapshot
Firm‐Level Climate Change Exposure
inferredcites →https://doi.org/10.1111/jofi.13272openalex-snapshot
Global Pricing of Carbon‐Transition Risk
inferredcites →https://doi.org/10.1112/plms/s1-29.1.353openalex-snapshot
On the Calculation of the most Probable Values of Frequency-Constants, for Data arranged according to Equidistant Division of a Scale
inferredcites →https://doi.org/10.1146/annurev-financial-102620-103311openalex-snapshot
Climate Finance
inferredcites →https://doi.org/10.1257/jel.20151335openalex-snapshot
The Economics of the Climate
inferredcites →https://doi.org/10.1287/mnsc.2015.2365openalex-snapshot
Managing Catastrophic Climate Risks Under Model Uncertainty Aversion
inferredcites →https://doi.org/10.1287/mnsc.2021.4074openalex-snapshot
Ambiguity and the Tradeoff Theory of Capital Structure
inferredcites →https://doi.org/10.1287/mnsc.2021.4097openalex-snapshot
Implied Ambiguity: Mean-Variance Inefficiency and Pricing Errors
inferredcites →https://doi.org/10.1287/mnsc.2022.03491openalex-snapshot
Dynamic ESG Equilibrium
inferredcites →https://doi.org/10.1287/mnsc.2022.4635openalex-snapshot
Climate Change and Uncertainty: An Asset Pricing Perspective
inferredcites →https://doi.org/10.1287/mnsc.2022.4636openalex-snapshot
Climate Change Concerns and the Performance of Green vs. Brown Stocks
inferredcites →https://doi.org/10.2139/ssrn.1571620openalex-snapshot
Alpha As Ambiguity: Robust Mean-Variance Portfolio Analysis
inferredcites →https://doi.org/10.2139/ssrn.2018079openalex-snapshot
Asset Pricing and Ambiguity: Empirical Evidence
inferredcites →https://doi.org/10.2139/ssrn.2406635openalex-snapshot
Risk, Ambiguity, and the Exercise of Employee Stock Options
inferredcites →https://doi.org/10.2139/ssrn.2873248openalex-snapshot
Ambiguity and the Tradeoff Theory of Capital Structure
inferredcites →https://doi.org/10.2139/ssrn.3074917openalex-snapshot
Knight Meets Sharpe: Capital Asset Pricing under Ambiguity
inferredcites →https://doi.org/10.2139/ssrn.4828038openalex-snapshot
A Theoretical Foundation of Ambiguity Measurement: A Reply
inferredcites →https://doi.org/10.2139/ssrn.4986439openalex-snapshot
Responsible Investing under Climate Change Uncertainty
inferredcites →https://doi.org/10.2139/ssrn.671981openalex-snapshot
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
inferredcites →https://doi.org/10.2307/1884324openalex-snapshot
Risk, Ambiguity, and the Savage Axioms
inferredcites →https://doi.org/10.2307/1913625openalex-snapshot
A Test of the Efficiency of a Given Portfolio
inferredcites →https://doi.org/10.3982/ecta9678openalex-snapshot
Alpha as Ambiguity: Robust Mean-Variance Portfolio Analysis
inferredcites →https://doi.org/10.3982/qe708openalex-snapshot
Ambiguity and the historical equity premium
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