Pages that link to "Item:Q1751765"
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The following pages link to Markowitz revisited: social portfolio engineering (Q1751765):
Displaying 19 items.
- Multi-criteria decision making for choosing socially responsible investment within a behavioral portfolio theory framework: a new way of investing into a crisis environment (Q513098) (← links)
- On outperforming social-screening-indexing by multiple-objective portfolio selection (Q1615971) (← links)
- The real effects of sustainable \& responsible investing? (Q1673507) (← links)
- Portfolio optimization with entropic value-at-risk (Q2001477) (← links)
- CISEF: a composite index of social, environmental and financial performance (Q2029990) (← links)
- Responsible investments reduce market risks (Q2064644) (← links)
- Unpleasant arithmetic of socially responsible investment (Q2208660) (← links)
- Markowitz portfolio optimization through pairs trading cointegrated strategy in long-term investment (Q2241057) (← links)
- Applying least squares support vector machines to mean-variance portfolio analysis (Q2298419) (← links)
- Tailor-made thematic portfolios: a core satellite optimization (Q2301193) (← links)
- The impact of a sustainability constraint on the mean-tracking error efficient frontier (Q2439797) (← links)
- Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds (Q2514721) (← links)
- Incorporating environmental and social considerations into the portfolio optimization process (Q2675736) (← links)
- A Sustainable Capital Asset Pricing Model (S-CAPM): Evidence from Environmental Integration and Sin Stock Exclusion (Q5880514) (← links)
- Measuring the social responsibility of European companies: a goal programming approach (Q6088133) (← links)
- Portfolio instability and socially responsible investment: experiments with financial professionals and students (Q6094477) (← links)
- ESG portfolio for TDFs with time-varying higher moments and cardinality constraint (Q6561629) (← links)
- Approaches to ESG -- integration in portfolio optimization using MOEAs (Q6619769) (← links)
- Portfolio optimization for sustainable investments (Q6644382) (← links)