Weak supervision and Black-Litterman for automated ESG portfolio construction
Year of publication: |
2021
|
---|---|
Authors: | Sokolov, Alik ; Caverly, Kyle ; Mostovoy, Jonathan ; Fahoum, Talal ; Seco, Luis |
Published in: |
The journal of financial data science. - New York, NY : Pageant Media, Ltd., ISSN 2640-3951, ZDB-ID 2957666-0. - Vol. 3.2021, 3, p. 129-138
|
Subject: | ESG investing | quantitative methods | statistical methods | big data/machine learning | portfolio construction | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment | Nachhaltige Kapitalanlage | Sustainable investment |
-
Building machine learning systems for automated ESG scoring
Sokolov, Alik, (2021)
-
The quantitative approach for sustainable investing
Sorensen, Eric H., (2021)
-
Sustainable investing : the black box of environmental, social, and governance (ESG) ratings
Abhayawansa, Subhash, (2021)
- More ...
-
Building machine learning systems for automated ESG scoring
Sokolov, Alik, (2021)
-
Integrating health and economic parameters to optimize COVID-19 mitigation strategies
Sokolov, Alik, (2020)
-
Sokolov, Alik, (2022)
- More ...