Can portfolio construction considering ESG still gain high profits?
Shayan Davoodi, Ali Fereydooni, Mohammad Ali Rastegar
| Year of publication: |
2024
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| Authors: | Davoodi, Shayan ; Fereydooni, Ali ; Rastegar, Mohammad Ali |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 67.2024, 1, Art.-No. 102126, p. 1-17
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| Subject: | ESG | Machine Learning | Markov Switching | MCDM | Portfolio Construction | Time Series Forecasting | Portfolio-Management | Portfolio selection | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Künstliche Intelligenz | Artificial intelligence | Markov-Kette | Markov chain | Nachhaltige Kapitalanlage | Sustainable investment | Corporate Social Responsibility | Corporate social responsibility | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2023.102126 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014451514