ESG portfolio for TDFs with time-varying higher moments and cardinality constraint

DOI10.1111/ITOR.13364MaRDI QIDQ6561629zbMATH OpenFDO

Authors Wenling Liu

Publication date 25 June 2024

Published in International Transactions in Operational Research (Search for Journal in Brave)

zbMATH Keywords

socialportfolio selectioncardinality constrainthigher momentsenvironmentaltarget date fundsgovernance investment

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Cites work

• scientific article; zbMATH DE number 2160609 (Why is no real title available?)
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