A bilevel approach to ESG multi-portfolio selection

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical optimization and variational techniques (65K10) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Portfolio theory (91G10) Numerical methods for variational inequalities and related problems (65K15) Operations research and management science (90Bxx)

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