The enhanced benefits of ESG in portfolios : a multi-factor model perspective based on LightGBM
Xiaomin Gong, Fei Xie, Zhongsheng Zhou, Chenyang Zhang
| Year of publication: |
2024
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|---|---|
| Authors: | Gong, Xiaomin ; Xie, Fei ; Zhou, Zhongsheng ; Zhang, Chenyang |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 2013015-6. - Vol. 85.2024, Art.-No. 102365, p. 1-20
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| Subject: | Black-Litterman model | BPZ method | ESG | LightGBM model | Portfolio-Management | Portfolio selection | Corporate Social Responsibility | Corporate social responsibility | Nachhaltige Kapitalanlage | Sustainable investment |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2024.102365 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014576061