Market-Implied Sustainability: Insights from Funds' Portfolio Holdings

By R. Giacometti, G. Torri, M. Bonomelli, D. Lauria

Published 2026-03-17

Everscope rating

1225.3

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Market-Implied Sustainability (MIS) Score Construction with Quantile Regression and Portfolio Optimization. Problem types: Portfolio Optimization, Risk Management, Regression, Ranking, Optimization.

arXiv:2510.20434 · Paper rankings

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