A bilevel approach to ESG multi-portfolio selection

Francesco Cesarone, Lorenzo Lampariello, Davide Merolla, Jacopo Maria Ricci, Simone Sagratella, Valerio Giuseppe Sasso

Year of publication:	2023
Authors:	Cesarone, Francesco ; Lampariello, Lorenzo ; Merolla, Davide ; Ricci, Jacopo Maria ; Sagratella, Simone ; Sasso, Valerio Giuseppe
Subject:	Bilevel optimization \| ESG rating scores \| Multi-portfolio selection \| Nash equilibrium problems \| Sustainable investment strategies \| Nachhaltige Kapitalanlage \| Sustainable investment \| Corporate Social Responsibility \| Corporate social responsibility \| Portfolio-Management \| Portfolio selection \| Nash-Gleichgewicht \| Nash equilibrium \| Mathematische Optimierung \| Mathematical programming \| Spieltheorie \| Game theory

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Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1007/s10287-023-00458-y [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

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