Portfolio Optimization under ESG Constraints: Markowitz Model vs. Index Model
This study addresses how to optimize portfolios under ESG constraints and short position constraints and explores the trade-off between sustainable investing and financial performance. This study is significant as it provides some new ideas and insights for improving sustainable finance by providing...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
EDP Sciences
2025-01-01
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| Series: | SHS Web of Conferences |
| Online Access: | https://www.shs-conferences.org/articles/shsconf/pdf/2025/09/shsconf_icdde2025_02002.pdf |
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