How to improve the ESG profile of portfolios while keeping a similar risk-adjusted return
Year of publication: |
2022
|
---|---|
Authors: | Kopp, Antoine ; Barber, Dominic ; Cottet, Rémy ; Susinno, Gabriele |
Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 15.2021/2022, 1, p. 51-71
|
Subject: | ESG | portfolio construction | risk-adjusted return | sustainable investing | socially responsible investing | convex optimisation | Portfolio-Management | Portfolio selection | Nachhaltige Kapitalanlage | Sustainable investment | Corporate Social Responsibility | Corporate social responsibility | Kapitaleinkommen | Capital income |
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