Optimal asset allocation using visual programming techniques : a quantitative analysis based on an ESG portfolio
Pier Giuseppe Giribone, Damiano Verda, Francesco Mantovani, Federico Milanesio and Alessio Tissone
| Year of publication: |
2025
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|---|---|
| Authors: | Giribone, Pier Giuseppe ; Verda, Damiano ; Mantovani, Francesco ; Milanesio, Frederico ; Tissone, Alessio |
| Published in: |
International journal of financial engineering. - Singapore [u.a.] : World Scientific, ISSN 2424-7944, ZDB-ID 2832512-6. - Vol. 12.2025, 3, Art.-No. 2550004, p. 1-34
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| Subject: | Asset allocation | visual programming | ESG portfolio | Hierarchical Risk Parity (HRP) | k-means clustering | Portfolio-Management | Portfolio selection | Kapitalanlage | Financial investment | Mathematische Optimierung | Mathematical programming | Nachhaltige Kapitalanlage | Sustainable investment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786325500045 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015550794