Asset management with an ESG mandate
By Michele Azzone, Emilio Barucci, Davide Stocco
Rating
1342
Battle Count: 19
Relevance
8/10
Highly relevant for quantitative asset managers incorporating ESG constraints, provides insights on portfolio construction and potential market equilibrium effects
Implementation Complexity
6/10
Theoretical framework is complex, but empirical implementation uses standard regression techniques and portfolio optimization methods
Reproducibility
4/5
Theoretical framework and empirical methodology are well-described, allowing for reproduction of results
About this paper
Methodology: Portfolio optimization with ESG constraints. Problem types: Portfolio Optimization, Asset Pricing.
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