Go to content
UR Home

Safety first portfolio choice based on financial and sustainability returns

Dorfleitner, Gregor ; Utz, Sebastian
WarningThere is a more recent version of this item available.


Abstract

This paper lays the mathematical foundations of the notion of an investment's sustainability return and investigates three different models of portfolio selection with probabilistic constraints for safety first investors caring about the financial and the sustainability consequences of their investments. The discussion of these chance-constrained programming problems for stochastic and ...

plus


Owner only: item control page
  1. Homepage UR

University Library

Publication Server

Contact:

Publishing: oa@ur.de

Dissertations: dissertationen@ur.de

Research data: daten@ur.de

Contact persons