An Impact of Greenhouse Gas Aversion on Optimal Portfolios
The introduction of greenhouse gas aversion into the mean-variance portfolio framework offers a new performance measure for GHG-averse investors and discusses an optimal GHGA-based MVP for the energy sector.
Featured in No. 1 on 24 May 2023 · 5 days after release · 0 citations today
- Released
- 19 May 2023
- First featured
- No. 1 · 24 May 2023
- Citations (Semantic Scholar)
- 0
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- 3
- Identifier
- SSRN 4453686
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