Incorporating environmental and social considerations into the portfolio optimization process
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Publication:2675736
DOI10.1007/s10479-020-03554-3zbMath1501.91163OpenAlexW3010291643MaRDI QIDQ2675736
George A. Tsihrintzis, Konstantinos Liagkouras, Konstantinos Metaxiotis
Publication date: 26 September 2022
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-020-03554-3
evolutionary algorithmsenvironmental responsibilityoptimal portfolio allocationcorporate social responsibility
Related Items (4)
Portfolio optimization of financial commodities with energy futures ⋮ Geometric compromise programming: application in portfolio selection ⋮ Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing ⋮ Sources of uncertainty and risk quantification methods in supply chain management: a literature study
Uses Software
Cites Work
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