Price of climate risk hedging under uncertainty
Year of publication: |
2021
|
---|---|
Authors: | Rubtsov, Alexey ; Xu, Wei ; Šević, Aleksandar ; Šević, Željko |
Published in: |
Technological forecasting & social change : an international journal. - Amsterdam : Elsevier, ISSN 0040-1625, ZDB-ID 280700-2. - Vol. 165.2021, p. 1-10
|
Subject: | Climate change | Hedging strategies | Model uncertainty | Pricing illiquid claims | Robust portfolio choice | Theorie | Theory | Klimawandel | Hedging | Risiko | Risk | Portfolio-Management | Portfolio selection | Entscheidung unter Unsicherheit | Decision under uncertainty | Experiment |
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