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On ESG Portfolio Construction: A Multi-Objective Optimization Approach
Ahead of the new asset management era that calls for sustainable investments, the limitations of the traditional bi-objective mean–variance framework need to be resolved, to accommodate responsible investment objectives. In this paper, we propose a multi-objective minimax-based portfolio optimizatio...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9568986/ https://www.ncbi.nlm.nih.gov/pubmed/36268180 http://dx.doi.org/10.1007/s10614-022-10327-6 |