Portfolio Optimization and ESG Risk Scores
The paper reveals that optimal portfolio structures are influenced by ESG Risk Scores under the Mean-Semivariance Behavioral Hypothesis, but the impact is minimal.
Featured in No. 83 on 23 Jan 2025 ·
- Released
- 15 Nov 2024
- First featured
- No. 83 · 23 Jan 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 15
- Identifier
- RePEc:blg:msudev:v:16:y:2024:i:2:p:1-13:n:1
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