The optimal solution of ESG portfolio selection models that are based on the average ESG score

DOI10.1016/J.ORL.2022.07.008OpenAlexW4288056379MaRDI QIDQ2084023

Tomer Shushi

Publication date: 17 October 2022

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2022.07.008

zbMATH Keywords

ESGsocially responsible investingimpact investingsustainable investing

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Cites Work

• Portfolio optimization by a bivariate functional of the mean and variance

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