Boosting ESG-Based Optimization With Asset Pricing Characteristics
Year of publication: |
[2021]
|
---|---|
Authors: | Coqueret, Guillaume ; Stiernegrip, Sascha ; Morgenstern, Christian ; Kelly, James ; Frey-Skött, Johannes ; Österberg, Björn |
Publisher: |
[S.l.] : SSRN |
Subject: | Mathematische Optimierung | Mathematical programming | CAPM | Theorie | Theory |
Extent: | 1 Online-Ressource (18 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 30, 2021 erstellt |
Other identifiers: | 10.2139/ssrn.3877242 [DOI] |
Classification: | G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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