Sustainable Investment: ESG Impacts on Large Portfolio

By Ruike Wu, Yonghe Lu, Yanrong Yang

Published 2026-02-16

Everscope rating

1316.7

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Regularized ESG-Constrained Mean-Variance Portfolio Optimization with Random Matrix Theory. Problem types: Portfolio Optimization, Risk Management, Optimization.

arXiv:2602.14439 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.