Garcia-Bernabeu, Ana; Hilario-Caballero, Adolfo; … - In: Operations research perspectives 12 (2024), pp. 1-10
the same time, to reflect the investors' preferences in the optimal portfolio allocation. To obtain the three … address the issue of how to incorporate investors' preferences to express the relative importance of each objective through a … provide the investors with a robust solution in the mean-variance-ESG surface according to their preferences. …