ESG portfolio for TDFs with time-varying higher moments and cardinality constraint
Wenling Liu and Kui Jing
| Year of publication: |
2024
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|---|---|
| Authors: | Liu, Wenling ; Jing, Kui |
| Published in: |
International transactions in operational research : a journal of the International Federation of Operational Research Societies. - Oxford : Wiley-Blackwell, ISSN 1475-3995, ZDB-ID 2019815-2. - Vol. 31.2024, 6, p. 4270-4295
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| Subject: | and governance investment | cardinality constraint | environmental | higher moments | portfolio selection | social | target date funds | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/itor.13364 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014636308