Climate change investment risk: optimal portfolio construction ahead of the transition to a lower-carbon economy.
Davide BenedettiEnrico BiffisFotis ChatzimichalakisLuciano Lilloy FedeleIan SimmPublished in: Ann. Oper. Res. (2021)
Keyphrases
- optimal portfolio
- climate change
- portfolio selection
- asset allocation
- expected utility
- climate data
- global climate change
- portfolio management
- remote sensing
- portfolio optimization
- decision theoretic
- utility function
- land cover
- decision theory
- optimal capacity
- pareto optimal
- investment decisions
- mathematical programming
- long term