RONCALLI Thierry
Working Paper
Working Paper 26.01.2021 The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfolio
91

Like ESG investing, climate change is an important concern for asset managers and owners, and a new challenge for portfolio construction.

More > 10 minutes
  • 91
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Working Paper 27.09.2018 Robust Asset Allocation for Robo-Advisors
10

Robust Asset Allocation for Robo-Advisors

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  • 10

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