On outperforming social-screening-indexing by multiple-objective portfolio selection
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Publication:1615971
DOI10.1007/s10479-018-2921-0zbMath1416.91359OpenAlexW2807716572MaRDI QIDQ1615971
Publication date: 31 October 2018
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-018-2921-0
multiple-objective optimizationnondominated setparaboloidmultiple-objective portfolio selectionsocially responsible investment (SRI)
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Incorporating environmental and social considerations into the portfolio optimization process ⋮ Optimizing 3-objective portfolio selection with equality constraints and analyzing the effect of varying constraints on the efficient sets
Cites Work
- Tri-criterion modeling for constructing more-sustainable mutual funds
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- An analytical derivation of the efficient surface in portfolio selection with three criteria
- Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection
- Computing the Nondominated Surface in Tri-Criterion Portfolio Selection
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