Abstract:The seminar is chaired by Tim Boonen and Julien Trufin.Optimal portfolios with sustainable assets: aspects for life insurersSince August 2022, customers have to be asked if they are interested in sustainable investment when entering a pension contract. Hence, the provider has to be prepared to offer suitable investment opportunities. Further, the provider has to manage the new risks and chances of those assets in the whole portfolio. We therefore especially look at possible consequences for optimal portfolio d… Show more
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