Pages that link to "Item:Q1417555"
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The following pages link to A framework for managing a portfolio of socially responsible investments. (Q1417555):
Displaying 26 items.
- Synthetic indicators of mutual funds' environmental responsibility: an application of the reference point method (Q299903) (← links)
- Tri-criterion modeling for constructing more-sustainable mutual funds (Q319768) (← links)
- Portfolio optimization with disutility-based risk measure (Q322717) (← links)
- Sustainable operations (Q323159) (← links)
- Allocation of tasks for reliability growth using multi-attribute utility (Q323523) (← links)
- Fuzzy portfolio selection with non-financial goals: exploring the efficient frontier (Q342778) (← links)
- Multicriteria decision systems for financial problems (Q356508) (← links)
- 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)
- Risk-based strategies: the social responsibility of investment universes does matter (Q1615802) (← links)
- On outperforming social-screening-indexing by multiple-objective portfolio selection (Q1615971) (← links)
- On the computation of the efficient frontier of the portfolio selection problem (Q1760553) (← links)
- Safety first portfolio choice based on financial and sustainability returns (Q1926833) (← links)
- Evidence regarding external financing in manufacturing MSEs using partial least squares regression (Q2241115) (← links)
- On constructing expert Betas for single-index model (Q2371378) (← links)
- An analytical derivation of the efficient surface in portfolio selection with three criteria (Q2404339) (← links)
- Financial networks with socially responsible investing (Q2438073) (← 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)
- A portfolio analysis approach to assist socially responsible investors in making decisions (Q2627786) (← links)
- Incorporating environmental and social considerations into the portfolio optimization process (Q2675736) (← links)
- Goal Programming Models for Managerial Strategic Decision Making (Q5239069) (← links)
- Geometric compromise programming: application in portfolio selection (Q6079996) (← links)
- Dotted Representations of Mean-Variance Efficient Frontiers and their Computation (Q6160190) (← links)
- Selecting Portfolios Given Multiple Eurostoxx-Based Uncertainty Scenarios: A Stochastic Goal Programming Approach from Fuzzy Betas (Q6160196) (← links)
- Interactive Socially Responsible Portfolio Selection: An Application to the Spanish Stock Market (Q6160425) (← links)
- Approaches to ESG -- integration in portfolio optimization using MOEAs (Q6619769) (← links)
