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Optimal Strategies for ESG Portfolios

https://doi.org/10.2139/ssrn.3578830
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inferred← citeshttps://doi.org/10.2139/ssrn.4848475openalex-extracted
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inferred← citeshttps://doi.org/10.2139/ssrn.4848729openalex-extracted
Responsible Investing: The ESG Risk Budgeting
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Enhancing Environment‐driven Portfolios with Traditional Factors
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Strategic mapping of the environmental social governance landscape in finance – A bibliometric exploration through concepts and themes
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ESG Portfolio Optimization: The Relevance of Higher Order Moments
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Sustainable development and financial system: Integrating ESG risks through sustainable investment strategies in a climate change context
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ESG Risks and Opportunities in the Post-COVID Period
inferred← citeshttps://doi.org/10.1007/978-3-031-55505-3_9openalex-snapshot
ESG Investing and Firm Efficiency: The Costs and Benefits of SRI Efficiency Screening
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Exploring the Role of Artificial Intelligence in Sustainable Finance: A Systematic Review of Literature and Emerging Research Paths
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Innovative Mechanism of Sustainable Investment in Environment and Climate
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Artificial intelligence for socially responsible investment: a multi-objective decision-making framework
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Balancing Returns and Responsibility: Markowitz Optimization for ESG-Integrated Portfolios in Morocco
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Integrated Robust EM and TODIM Approach with Teaching Learning Based Portfolio Optimization
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ESG in China: A review of practice and research, and future research avenues
inferred← citeshttps://doi.org/10.1016/j.econmod.2022.105951openalex-snapshot
Scopes of carbon emissions and their impact on green portfolios
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inferred← citeshttps://doi.org/10.1016/j.eneco.2023.107174openalex-snapshot
How important is green awareness in energy investment decisions? An environmentally-based rebalancing portfolio study
inferred← citeshttps://doi.org/10.1016/j.eneco.2024.107545openalex-snapshot
Portfolio management of ESG-labeled energy companies based on PTV and ESG factors
inferred← citeshttps://doi.org/10.1016/j.finr.2026.100182openalex-snapshot
US stock market risk prediction via timely response to ESG disclosure text frequency: machine learning and natural language processing approach
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Biodiversity risk premium
inferred← citeshttps://doi.org/10.1016/j.irfa.2025.104177openalex-snapshot
Sustainability arbitrage pricing of ESG derivatives
inferred← citeshttps://doi.org/10.1016/j.irfa.2025.104262openalex-snapshot
ESG-integration investment strategy for TDFs with a multi-objective dynamic programming
inferred← citeshttps://doi.org/10.1016/j.jbef.2024.100887openalex-snapshot
Sustainable risk preferences on asset allocation: a higher order optimal portfolio study
inferred← citeshttps://doi.org/10.1016/j.jclepro.2025.145017openalex-snapshot
Methodology for estimating indirect emissions from Scope 3 and mitigation proposals applied in the neighborhood of Benicalap, Valencia (Spain)
inferred← citeshttps://doi.org/10.1016/j.jcomm.2025.100457openalex-snapshot
A quantitative model of sustainability risk in finance
inferred← citeshttps://doi.org/10.1016/j.najef.2024.102282openalex-snapshot
Cross-border ESG rating dynamics: An in-depth connectedness analysis of portfolio returns and volatilities in the USA and Canada
inferred← citeshttps://doi.org/10.1016/j.physa.2025.130521openalex-snapshot
Integrating ESG criteria in portfolio optimization: A Moroccan case study using Markowitz’s theory and correlation network analysis
inferred← citeshttps://doi.org/10.1016/j.ribaf.2025.103132openalex-snapshot
Methodological ESG uncertainty in portfolio sorts
inferred← citeshttps://doi.org/10.1038/s41598-025-24242-xopenalex-snapshot
A multi-criteria approach to ESG-based portfolio optimization incorporating historical performance, forward-looking insights, and credibilistic CVaR: a case study on the DJIA
inferred← citeshttps://doi.org/10.1080/0015198x.2024.2335142openalex-snapshot
3D Investing: Jointly Optimizing Return, Risk, and Sustainability
inferred← citeshttps://doi.org/10.1080/20430795.2020.1783152openalex-snapshot
Obstacles to sustainable finance and the covid19 crisis
inferred← citeshttps://doi.org/10.1080/20430795.2024.2420916openalex-snapshot
US Funds’ returns-based ESG extraction and implementation: a multifaceted quantile regression approach
inferred← citeshttps://doi.org/10.1108/jal-12-2022-0127openalex-snapshot
Implementing corporate sustainability information in socially responsible investing: a systematic review of empirical research
inferred← citeshttps://doi.org/10.1111/eufm.12531openalex-snapshot
Sustainable Portfolio Construction via Machine Learning: ESG, SDG and Sentiment
inferred← citeshttps://doi.org/10.1111/itor.13364openalex-snapshot
ESG portfolio for TDFs with time‐varying higher moments and cardinality constraint
inferred← citeshttps://doi.org/10.1177/09746862241240368openalex-snapshot
Corporate Sustainability and Capital Costs: A Panel Evidence from BRICS Countries
inferred← citeshttps://doi.org/10.1177/21582440241237893openalex-snapshot
Integration of Advanced Sri Practices Into the European Asset Management Industry: A Survey of Drivers
inferred← citeshttps://doi.org/10.1177/21582440251343353openalex-snapshot
Experimental Insights on Investment Strategies for Sustainable Growth Amid China’s Economic Uncertainty
inferred← citeshttps://doi.org/10.12688/f1000research.184681.1openalex-snapshot
Artificial Intelligence in Finance: A Systematic Review of Applications, Challenges, and Future Research Directions (2010–2025)
inferred← citeshttps://doi.org/10.1590/s0034-759020250606openalex-snapshot
ESG NA FORMAÇÃO DE CARTEIRAS: O QUE REVELA A LITERATURA CIENTÍFICA?
inferred← citeshttps://doi.org/10.1590/s0034-759020250606xopenalex-snapshot
ESG IN PORTFOLIO CONSTRUCTION: WHAT DOES THE SCIENTIFIC LITERATURE REVEAL?
inferred← citeshttps://doi.org/10.18601/17941113.n21.04openalex-snapshot
Modelo Media-Varianza y criterios ASG: de Markowitz al portafolio socialmente responsable
inferred← citeshttps://doi.org/10.2139/ssrn.3877242openalex-snapshot
Boosting ESG-Based Optimization With Asset Pricing Characteristics
inferred← citeshttps://doi.org/10.2139/ssrn.3942572openalex-snapshot
The ESG Conundrum: An Outsider’s View
inferred← citeshttps://doi.org/10.2139/ssrn.3966312openalex-snapshot
ESG Screening in the Fixed-Income Universe
inferred← citeshttps://doi.org/10.2139/ssrn.3998568openalex-snapshot
Sustainable Alpha in Sovereign and Corporate Bonds
inferred← citeshttps://doi.org/10.2139/ssrn.4087033openalex-snapshot
News-Based Optimal ESG Portfolios for the US Equity Sector ETFs
inferred← citeshttps://doi.org/10.2139/ssrn.4135443openalex-snapshot
Back to the Future: The Role of Forward-looking Climate Metrics in Decarbonization Portfolios
inferred← citeshttps://doi.org/10.2139/ssrn.4139807openalex-snapshot
News-Based ESG Ratings for Optimal Portfolios: SASB vs SDG
inferred← citeshttps://doi.org/10.2139/ssrn.4453686openalex-snapshot
An Impact of Greenhouse Gas Aversion on Optimal Portfolios
inferred← citeshttps://doi.org/10.2139/ssrn.4751958openalex-snapshot
Biodiversity Risk Premium
inferred← citeshttps://doi.org/10.2139/ssrn.4948019openalex-snapshot
ESG in Commercial Real Estate – An analysis of asset-level and corporate-level data for UK Funds and Real Estate Investment Trusts (REITs)
inferred← citeshttps://doi.org/10.2139/ssrn.4999656openalex-snapshot
Greenhouse-Gas-Emission-Aware Portfolio Optimization with Deep Reinforcement Learning
inferred← citeshttps://doi.org/10.2139/ssrn.5146298openalex-snapshot
Using Net-Zero Alignment Strength for Sustainable Portfolio Choice
inferred← citeshttps://doi.org/10.2478/eoik-2025-0082openalex-snapshot
Downside Risk Measures and ESG Factors in Optimal Portfolio Construction: Evidence from European Equity Markets
inferred← citeshttps://doi.org/10.33111/nfmte.2023.040openalex-snapshot
Fuzzy clustering approach to portfolio management considering ESG criteria: empirical evidence from the investment strategies of the EURO STOXX Index
inferred← citeshttps://doi.org/10.3390/ijfs12020038openalex-snapshot
Investigating ESG Funds in China: Management Fees and Investment Performance
inferred← citeshttps://doi.org/10.3390/risks12040066openalex-snapshot
Quantum Computing Approach to Realistic ESG-Friendly Stock Portfolios
inferred← citeshttps://doi.org/10.3905/jpm.2022.1.334openalex-snapshot
Net-Zero Investing for Multi-Asset Portfolios Seeking to Satisfy Paris-Aligned Benchmark Requirements with Climate Alpha Signals
inferred← citeshttps://doi.org/10.4018/979-8-3693-1388-6.ch012openalex-snapshot
ESG Performance in Relationship With the Board of Directors, Sustainability Incentives, and CSR
inferred← citeshttps://doi.org/10.4018/979-8-3693-1846-1.ch010openalex-snapshot
Impact of Board of Directors Composition, Activity, and Compensation on the ESG Performance in an International Context
inferred← citeshttps://doi.org/10.4018/979-8-3693-6447-5.ch005openalex-snapshot
Sustainable Finance and ESG Investing
inferred← citeshttps://doi.org/10.5089/9798400235283.001openalex-snapshot
Deconstructing ESG Scores: How to Invest with your own Criteria?
inferred← citeshttps://doi.org/10.5430/ijfr.v11n6p253openalex-snapshot
The Performance of Environmental, Social, and Governance Investment in Thailand
inferred← citeshttps://doi.org/10.5539/ijef.v14n12p72openalex-snapshot
A Systematic Review of Sustainable Investment Approaches
inferred← citeshttps://doi.org/10.5902/1983465985183openalex-snapshot
ESG integration strategy with a multivariate normal distribution
inferred← citeshttps://doi.org/10.5937/eee24079popenalex-snapshot
Hungarian and Serbian companies ESG practices as market competitiveness tool for Western Balkan countries
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