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Tri-criterion modeling for constructing more-sustainable mutual funds · Study

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ArticleTri-criterion modeling for constructing more-sustainable mutual funds

Sebastian Utz2015

OA

Articlegreen2015

Tri-criterion modeling for constructing more-sustainable mutual funds

Sebastian Utz · Maximilian Wimmer · Ralph E. Steuer

109 citations·0/0 files stored·European Journal of Operational Research

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Sustainable Finance and Green Bonds Corporate Social Responsibility Reporting Risk and Portfolio Optimization

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 109 citations exist upstream.

References

1952PORTFOLIO SELECTION*2007Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy?1960Portfolio Selection: Efficient Diversification of Investments.2005Multi-objective stochastic programming for portfolio selection 2011Socially Responsible Investment: A multicriteria approach to portfolio selection combining ethical and financial objectives 2013Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds 2003A framework for managing a portfolio of socially responsible investments

Cited by

2017Corporate scandals and the reliability of ESG assessments: evidence from an international sample 2018On the increasing importance of multiple criteria decision aid methods for portfolio selection 2021Mapping socially responsible investing: A bibliometric and citation network analysis 2018An a posteriori decision support methodology for solving the multi-criteria supplier selection problem 2020Incorporating environmental and social considerations into the portfolio optimization process 2022Does ESG Impact Really Enhance Portfolio Profitability?2017DEA frontier improvement and portfolio rebalancing: An application of China mutual funds on considering sustainability information disclosure 2016Sustainability-Oriented Financial Resource Allocation in a Project Portfolio through Multi-Criteria Decision-Making

Details

Year2015

Typearticle

Published2015-04-26

VenueEuropean Journal of Operational Research

ISSN-L0377-2217

Languageen

Citations109

Files0 public / 0

ShelfSustainable Finance and Green Bonds

Identifiers

doi10.1016/j.ejor.2015.04.035

openalex_workW2017425613

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