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ArticleMultivariate risk aversion utility, application to ESG investments

Marcos Escobar‐Anel2022

Article2022

Multivariate risk aversion utility, application to ESG investments

Marcos Escobar‐Anel

18 citations·0/0 files stored·The North American Journal of Economics and Finance

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Sustainable Finance and Green Bonds Financial Markets and Investment Strategies Risk and Portfolio Optimization

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References

1971Optimum consumption and portfolio rules in a continuous-time model 2020Sustainable investing in equilibrium 2019Responsible Investing: The ESG-Efficient Frontier 2006Theory of Games and Economic Behavior 2020ESG Preferences, Risk and Return 1974Risk aversion with many commodities 2016Markowitz revisited: Social portfolio engineering 2020ESG: A New Dimension in Portfolio Allocation

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2025Exploring the Principle of Multi-Dimensional Risk Analysis and a Case Study in Two-Dimensional Risk

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Year2022

Typearticle

Published2022-08-23

VenueThe North American Journal of Economics and Finance

ISSN-L1062-9408

Languageen

Citations18

Files0 public / 0

ShelfSustainable Finance and Green Bonds

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doi10.1016/j.najef.2022.101790

openalex_workW4292771374

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