Satisfying exclusions in portfolio construction : the ESG case
Year of publication: |
2022
|
---|---|
Authors: | Bentata, Amel ; Nguyen, Laurent |
Published in: |
Journal of risk management in financial institutions. - London : Henry Stewart Publ., ISSN 1752-8887, ZDB-ID 2416788-5. - Vol. 15.2021/2022, 2, p. 142-154
|
Subject: | ESG | Markowitz | constraints | equities | optimisation | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Nachhaltige Kapitalanlage | Sustainable investment |
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