Reference health
Portfolio optimization for sustainable investments
56/56 checkable references clean · checked 2026-07-26
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
10 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 56 checked references that resolve
resolves10.1287/mnsc.2018.3043
Corporate Social Responsibility and Firm Risk: Theory and Empirical Evidence
resolves10.1016/j.ejor.2011.07.011
Socially Responsible Investment: A multicriteria approach to portfolio selection combining ethical and financial objectives
resolves10.1016/j.jedc.2020.103939
Large-scale minimum variance portfolio allocation using double regularization
resolves10.1016/j.ins.2011.12.001
Selection of Socially Responsible Portfolios using Goal Programming and fuzzy technology
resolves10.1016/j.ejor.2017.09.028
Estimation of the global minimum variance portfolio in high dimensions
resolves10.1016/j.jeconom.2010.03.033
Dynamic estimation of volatility risk premia and investor risk aversion from option-implied and realized volatilities
resolves10.1111/j.1540-6261.1997.tb03806.x
Evidence on the Characteristics of Cross Sectional Variation in Stock Returns
resolves10.1007/s10551-015-2549-9
The Downside of Being Responsible: Corporate Social Responsibility and Tail Risk
resolves10.1016/j.jfineco.2011.03.021
Does the stock market fully value intangibles? Employee satisfaction and equity prices
resolves10.1287/mnsc.2014.2038
Does Corporate Social Responsibility Lead to Superior Financial Performance? A Regression Discontinuity Approach
resolves10.1080/20430795.2015.1118917
ESG and financial performance: aggregated evidence from more than 2000 empirical studies
resolves10.1007/s11142-016-9359-x
Taste, information, and asset prices: implications for the valuation of CSR
resolves10.1016/S0304-405X(00)00058-1
Corporate governance proposals and shareholder activism: the role of institutional investors
resolves10.1287/opre.1120.1140
Computing the Nondominated Surface in Tri-Criterion Portfolio Selection
resolves10.1287/opre.1050.0212
Portfolio Optimization with Factors, Scenarios, and Realistic Short Positions
resolves10.1016/j.ejor.2013.10.060
60 Years of portfolio optimization: Practical challenges and current trends
resolves10.1016/S0927-5398(03)00007-0
Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
resolves10.1016/S0047-259X(03)00096-4
A well-conditioned estimator for large-dimensional covariance matrices
resolves10.1093/jjfinec/nbaa007
The Power of (Non-)Linear Shrinking: A Review and Guide to Covariance Matrix Estimation
resolves10.1016/j.ejor.2015.01.010
Global minimum variance portfolio optimisation under some model risk: A robust regression-based approach
resolves10.1016/j.ejor.2021.11.036
Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it
resolves10.1287/opre.2020.2076
Distributionally Robust Inverse Covariance Estimation: The Wasserstein Shrinkage Estimator
resolves10.1111/j.1755-053X.2012.01190.x
The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis
resolves10.1016/j.ejor.2013.07.024
Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds
The 10 references without a DOI — listed, not checked
no DOI — not checkedref7
no DOI — not checkedAggregate confusion: The divergence of esg rating
no DOI — not checkedThe capital asset pricing model: Some empirical tests
no DOI — not checkedref18
no DOI — not checkedref34
no DOI — not checkedref38
no DOI — not checkedref39
no DOI — not checkedInformation acquisition and expected returns: Evidence from edgar search traffic
no DOI — not checkedA learning curve of the market: Chasing alpha of socially responsible firms
no DOI — not checkedNon-contour efficient fronts for identifying most preferred portfolios in sustainability investing
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