Optimal portfolios with sustainable assets: aspects for life insurers

DOI10.1007/s13385-023-00342-8zbMath1521.91316WikidataQ125681172 ScholiaQ125681172MaRDI QIDQ6173884

Ralf Korn, Ajla Nurkanovic

Publication date: 13 July 2023

Published in: European Actuarial Journal (Search for Journal in Brave)

zbMATH Keywords

sustainable investmentconstrained portfolio problemsrating risksustainability ratings

Mathematics Subject Classification ID

Portfolio theory (91G10) Actuarial mathematics (91G05)

Cites Work

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