@article{publication-24624, author={De Nard, Gianluca and Engle, Robert F and Kelly, Bryan}, doi={10.1080/0015198x.2024.2332164}, issn={0015-198X}, journal={Financial Analysts Journal}, number=3, pages={37-58}, publisher={Taylor & Francis}, title={Factor-mimicking portfolios for climate risk}, volume=80, year=2024, }