Weak supervision and Black-Litterman for automated ESG portfolio construction
Alik Sokolov, Kyle Caverly, Jonathan Mostovoy, Talal Fahoum, and Luis Seco
| Year of publication: |
2021
|
|---|---|
| Authors: | Sokolov, Alik ; Caverly, Kyle ; Mostovoy, Jonathan ; Fahoum, Talal ; Seco, Luis |
| Published in: |
The journal of financial data science. - New York, NY : Pageant Media, Ltd., ISSN 2640-3951, ZDB-ID 2957666-0. - Vol. 3.2021, 3, p. 129-138
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| Subject: | ESG investing | quantitative methods | statistical methods | big data/machine learning | portfolio construction | Portfolio-Management | Portfolio selection | Nachhaltige Kapitalanlage | Sustainable investment | Statistische Methode | Statistical method | Corporate Social Responsibility | Corporate social responsibility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.3905/jfds.2021.1.070 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012613548