Asset Prices and Portfolios with Externalities

DOI10.1093/rof/rfac065OpenAlexW3122060611MaRDI QIDQ5880517

Unnamed Author, Burton Hollifield, Unnamed Author

Publication date: 3 March 2023

Published in: Review of Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1093/rof/rfac065

zbMATH Keywords

ESGhedgingportfolio theoryexternalitysocially responsible investment

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Portfolio theory (91G10)

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