In this study, we adjust the hierarchical risk parity (HRP) model by introducing hierarchical information on assets to help manage portfolio risk. The adjusted HRP model with hierarchical information considers both correlation and hierarchical information. Compared with other models, the HRP...

What is responsible investment? -- Responsible investment is mainstream -- Drivers of responsible investment -- Becoming a responsible investor -- Materiality and megatrends -- Responsible investment approaches -- Responsible investment across different asset classes -- ESG data -- ESG ratings...