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
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|---|---|
| Authors: | Cesarone, Francesco ; Lampariello, Lorenzo ; Merolla, Davide ; Ricci, Jacopo Maria ; Sagratella, Simone ; Sasso, Valerio Giuseppe |
| Published in: |
Computational management science. - Heidelberg : Springer, ISSN 1619-6988, ZDB-ID 2107564-5. - Vol. 20.2023, 1, Art.-No. 24, p. 1-23
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| 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 |
| 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 |
Persistent link: https://www.econbiz.de/10014393335