Robust portfolio optimization with environmental, social, and corporate governance preference
Year of publication: |
2024
|
---|---|
Authors: | Escobar, Marcos ; Jiao, Yiyao |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 12.2024, 2, Art.-No. 33, p. 1-29
|
Subject: | ESG modeling | model uncertainty | multi-attribute utility | Theorie | Theory | Portfolio-Management | Portfolio selection | Corporate Governance | Corporate governance | Risiko | Risk | Entscheidung unter Unsicherheit | Decision under uncertainty |
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