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Portfolio Decarbonization Example using Scenario Optimization with Conditional Exposure-at-Risk (CEaR)

https://doi.org/10.2139/ssrn.4831267
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Chance Constrained Programming with Joint Constraints
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ON PROBABILISTIC CONSTRAINED PROGRAMMING
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Climate Policy Uncertainty and Investment Risk
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Portfolio optimization with conditional value-at-risk objective and constraints
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Multi-Period Portfolio Optimization
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Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
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A Simple Approximation for Bivariate and Trivariate Normal Integrals
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Dynamic Programming Applications in Finance
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Honey, I Shrunk the Sample Covariance Matrix
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Financial Applications of Random Matrix Theory: Old Laces and New Pieces
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