Social responsibility portfolio optimization incorporating ESG criteria
Year of publication: |
2021
|
---|---|
Authors: | Chen, Li ; Zhang, Lipei ; Huang, Jun ; Xiao, Helu ; Zhou, Zhongbao |
Published in: |
Journal of management science and engineering. - Amsterdam : Elsevier, ISSN 2589-5532, ZDB-ID 2972364-4. - Vol. 6.2021, 1, p. 75-85
|
Subject: | Social responsibility investment | ,Portfolio optimization | Cross efficiency | ESG score | Portfolio-Management | Portfolio selection | Corporate Social Responsibility | Corporate social responsibility | Nachhaltige Kapitalanlage | Sustainable investment |
-
Martinez Meyers, Susana, (2024)
-
Do investors gain from sustainable investing? : an empirical evidence from India
Bodhanwala, Shernaz, (2019)
-
Apostolakis, George, (2018)
- More ...
-
Estimation of portfolio efficiency via DEA
Liu, Wenbin, (2015)
-
Performance evaluation of portfolios with fuzzy returns
Zhou, Zhongbao, (2019)
-
Estimation of cardinality constrained portfolio efficiency via segmented DEA
Zhou, Zhongbao, (2018)
- More ...