Asset management with an ESG mandate

By Michele Azzone, Emilio Barucci, Davide Stocco

Published 2024-03-19

Everscope rating

1350.6

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Portfolio optimization with ESG constraints. Problem types: Portfolio Optimization, Asset Pricing.

arXiv:2403.11622 · Paper rankings

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