On ESG Portfolio Construction: A Multi-Objective Optimization Approach
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)
Link
https://link.springer.com/content/pdf/10.1007/s10614-022-10327-6.pdf
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3. Ballestero, E., Bravo, M., Pérez-Gladish, B., Arenas-Parra, M., & Pla-Santamaria, D. (2012). Socially responsible investment: A multicriteria approach to portfolio selection combining ethical and financial objectives. European Journal of Operational Research, 216(2), 487–494.
4. Ballestero, E., Pérez-Gladish, B., & Garcia-Bernabeu, A. (2015). Socially responsible investment. A Multicriteria Decision Making Approach. International Series in Operations Research & Management Science, Springer. https://doi.org/10.1007/978-3-319-11836-9.
5. Basso, A., & Funari, S. (2003). Measuring the performance of ethical mutual funds: A DEA approach. Journal of the Operational Research Society, 54(5), 521–531.
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