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Environmental Impact Investing
De Angelis, Tiziano - 2020
This paper shows how green investing spurs companies to reduce their greenhouse gas emissions by raising their cost of capital. Companies' emissions decrease when the proportion of green investors and their environmental stringency increase. However, heightened uncertainty regarding future...
Persistent link: https://www.econbiz.de/10012838540
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A Dynkin game on assets with incomplete information on the return
De Angelis, Tiziano; Gensbittel, Fabien; Villeneuve, … - 2017
Persistent link: https://www.econbiz.de/10012265923
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A Dynkin game on assets with incomplete information on the return
De Angelis, Tiziano; Gensbittel, Fabien; Villeneuve, … - In: Mathematics of operations research 46 (2021) 1, pp. 28-60
Persistent link: https://www.econbiz.de/10012498081
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On the free boundary of an annuity purchase
De Angelis, Tiziano; Stabile, Gabriele - In: Finance and stochastics 23 (2019) 1, pp. 97-137
Persistent link: https://www.econbiz.de/10012023700
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Dynkin games with incomplete and asymmetric information
De Angelis, Tiziano; Ekström, Erik; Glover, Kristoffer - In: Mathematics of operations research 47 (2022) 1, pp. 560-586
Persistent link: https://www.econbiz.de/10013364901
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Mean-field games of finite-fuel capacity expansion with singular controls
Campi, Luciano; De Angelis, Tiziano; Ghio, Maddalena; … - 2022
Persistent link: https://www.econbiz.de/10013331015
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A class of recursive optimal stopping problems with applications to stock trading
Colaneri, Katia; De Angelis, Tiziano - In: Mathematics of operations research 47 (2022) 3, pp. 1833-1861
Persistent link: https://www.econbiz.de/10013374973
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Climate impact investing
De Angelis, Tiziano; Tankov, Peter; Zerbib, Olivier David - In: Management science : journal of the Institute for … 69 (2023) 12, pp. 7669-7692
Persistent link: https://www.econbiz.de/10014444157
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An analytical study of participating policies with minimum rate guarantee and surrender option
Chiarolla, Maria B.; De Angelis, Tiziano; Stabile, Gabriele - In: Finance and stochastics 26 (2022) 2, pp. 173-216
Persistent link: https://www.econbiz.de/10013197521
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The American put with finite-time maturity and stochastic interest rate
Cai, Cheng; De Angelis, Tiziano; Palczewski, Jan - In: Mathematical finance : an international journal of … 32 (2022) 4, pp. 1170-1213
Persistent link: https://www.econbiz.de/10013463400