Sustainable asset accumulation and dynamic portfolio decisions

MaRDI QIDQ318857zbMATH OpenFDO

Authors Carl Chiarella, Willi Semmler, Chih-Ying Hsiao, Lebogang Mateane

Publication date 5 October 2016

Published in Dynamic Modeling and Econometrics in Economics and Finance (Search for Journal in Brave)

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to game theory, economics, and finance (91-02) Portfolio theory (91G10)

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(5)

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• Mixed-asset portfolio allocation under mean-reverting asset returns
• Sustainability when capital management has stochastic consequences
• Green transition, investment horizon, and dynamic portfolio decisions
• Sustainability and investment rules

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