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Risks special issue on "granular models and machine learning models"

Taylor, Greg - In: Risks : open access journal 8 (2020) 1/1, pp. 1-2

Persistent link: https://www.econbiz.de/10012204355

Optimal portfolio under ambiguous ambiguity

Makarov, Dmitry - In: Finance research letters 43 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10014632405

Do clean and dirty cryptocurrencies connect financial assets differently? : the perspective of market inefficiency

Duan, Kun; Zhang, Liya; Urquhart, Andrew; Yao, Kai; … - In: Research in international business and finance 70 (2024) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10015055821

ESG integration in portfolio selection : a robust preference-based multicriteria approach

Garcia-Bernabeu, Ana; Hilario-Caballero, Adolfo; … - In: Operations research perspectives 12 (2024), pp. 1-10

We present a framework for multi-objective optimization where the classical mean-variance portfolio model is extended to integrate the environmental, social and governance (ESG) criteria on the same playing field as risk and return and, at the same time, to reflect the investors' preferences in...

Persistent link: https://www.econbiz.de/10015055717