Optimal ecological transition path of a credit portfolio distribution, based on multidate Monge–Kantorovich formulation

Author:

Gobet EmmanuelORCID,Lage Clara

Publisher

Springer Science and Business Media LLC

Subject

Management Science and Operations Research,General Decision Sciences

Reference44 articles.

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3. Artzner, P., Delbaen, F., Eber, J. M., & Heath, D. (1999). Coherent measures of risk. Mathematical Finance, 9(3), 203–228.

4. Basel Committee on Banking Supervision: Climate-related risk drivers and their transmission channels. Bank for International Settlements. https://www.bis.org/bcbs/publ/d517.htmd517 (2021).

5. Battiston, S., Mandel, A., Monasterolo, I., Schütze, F., & Visentin, G. (2017). A climate stress-test of the financial system. Nature Climate Change, 7(4), 283–288.

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