Sustainable Investments Optimization
A new portfolio optimization approach is developed, incorporating environmental, social responsibility, and corporate governance aspects, providing an efficient alternative to large-scale covariance matrix estimation.
Featured in No. 71 on 23 Oct 2024 · on release day
- Released
- 23 Oct 2024
- First featured
- No. 71 · 23 Oct 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 18
- Identifier
- RePEc:spr:annopr:v:341:y:2024:i:2:d:10.1007_s10479-024-06189-w
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).