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Carbon-penalised portfolio insurance strategies in a stochastic factor model with partial information

Year: 2026

Type: article

Source: Scandinavian Actuarial Journal

DOI: 10.1080/03461238.2026.2682367

Authors: Katia Colaneri, Federico D'Amario, Daniele Mancinelli

Institutions: University of Rome Tor Vergata, Bank of England, Politecnico di Milano

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

SDG: Climate action

Open Access status: closed

Funder: Università degli Studi di Roma Tor Vergata

OpenAlex ID: W7166740566

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Cites: 29

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