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- DOI zum Zitieren dieses Dokuments:
- 10.5283/epub.19960
Dies ist die aktuelle Version dieses Eintrags.
Zusammenfassung
The aim of this paper is to expand the methodological spectrum of socially responsible investing by introducing stochastic sustainability returns into safety first models for portfolio choice. We provide a foundation of the notion of sustainability in portfolio theory and establish a general model for generalized safety first portfolio management with probabilistic constraints and three ...
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