@unpublished{publication-23541,
	author={De Nard, Gianluca and Engle, Robert F and Kelly, Bryan},
	institution={University of Zurich},
	issn={1664-7041},
	number=429,
	pages=35,
	series={Working paper series / Department of Economics},
	title={Factor mimicking portfolios for climate risk},
	year=2024,
}