Can machine learning explain alpha generated by ESG factors?
Vittorio Carlei, Piera Cascioli, Alessandro Ceccarelli, Donatella Furia
| Year of publication: |
2025
|
|---|---|
| Authors: | Carlei, Vittorio ; Cascioli, Piera ; Ceccarelli, Alessandro ; Furia, Donatella |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 65.2025, 3, p. 1457-1477
|
| Subject: | Machine learning | Portfolio management | Sustainability | Künstliche Intelligenz | Artificial intelligence | Portfolio-Management | Portfolio selection | Corporate Social Responsibility | Corporate social responsibility | Nachhaltige Kapitalanlage | Sustainable investment | Lernprozess | Learning process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-024-10602-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015590129