Portfolio Construction with Climate Risk Measures
Year of publication: |
[2022]
|
---|---|
Authors: | Le Guenedal, Théo ; Roncalli, Thierry |
Publisher: |
[S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Klimawandel | Climate change | Theorie | Theory | Risiko | Risk | Messung | Measurement | Risikomaß | Risk measure |
Extent: | 1 Online-Ressource (51 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 3, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.3999971 [DOI] |
Classification: | C61 - Optimization Techniques; Programming Models; Dynamic Analysis ; G11 - Portfolio Choice ; Q54 - Climate; Natural Disasters |
Source: | ECONIS - Online Catalogue of the ZBW |
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