A bilevel approach to ESG multi-portfolio selection
Year of publication: |
2023
|
---|---|
Authors: | Cesarone, Francesco ; Lampariello, Lorenzo ; Merolla, Davide ; Ricci, Jacopo Maria ; Sagratella, Simone ; Sasso, Valerio Giuseppe |
Published in: |
Computational management science. - Heidelberg : Springer, ISSN 1619-6988, ZDB-ID 2107564-5. - Vol. 20.2023, 1, Art.-No. 24, p. 1-23
|
Subject: | Bilevel optimization | ESG rating scores | Multi-portfolio selection | Nash equilibrium problems | Sustainable investment strategies | Theorie | Theory | Nachhaltige Kapitalanlage | Sustainable investment | Nash-Gleichgewicht | Nash equilibrium | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
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