Responsible investing and portfolio selection: a Shapley-CVaR approach (Q6666737)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Responsible investing and portfolio selection: a Shapley-CVaR approach |
scientific article; zbMATH DE number 7970636
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Responsible investing and portfolio selection: a Shapley-CVaR approach |
scientific article; zbMATH DE number 7970636 |
Statements
Responsible investing and portfolio selection: a Shapley-CVaR approach (English)
0 references
20 January 2025
0 references
socially responsible investments
0 references
Shapley value
0 references
environmental score
0 references
CVaR portfolio optimization
0 references
financial performance
0 references
0 references
