Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing

DOI10.1016/j.ejor.2022.08.007OpenAlexW4293165890MaRDI QIDQ6106497

Sebastian Utz, Ralph E. Steuer

Publication date: 3 July 2023

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2022.08.007

zbMATH Keywords

multiple objective programmingefficient frontierstri-criterion portfolio selectionESG in investingESG integration

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

Related Items (1)

Optimal portfolios with sustainable assets: aspects for life insurers

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