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On ESG Portfolio Construction: A Multi-Objective Optimization Approach
16 references·5 citing·49 second hop
On ESG Portfolio Construction: A Multi-Objective Optimization Approach (2022)On ESG Portfolio Construction: A Multi-Ob…A Theory of Socially Responsible Investment (2024)A Theory of Socially Responsi…Why is Corporate Virtue in the Eye of The Beholder? The Case of ESG Ratings (2021)Why is Corporate Virtue in th…Resiliency of Environmental and Social Stocks: An Analysis of the Exogenous COVID-19 Market Crash (2020)Resiliency of Environmental a…Reconsidering systematic factors during the Covid-19 pandemic – The rising importance of ESG (2020)Reconsidering systematic fact…Aggregate Confusion: The Divergence of ESG Ratings (2019)Aggregate Confusion: The Dive…Investor Sentiment for Corporate Social Performance (2018)Investor Sentiment for Corpor…Why Do Investors Hold Socially Responsible Mutual Funds? (2017)Why Do Investors Hold Sociall…Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis (2017)Social Capital, Trust, and Fi…Taste, information, and asset prices: implications for the valuation of CSR (2016)Taste, information, and asset…Building Diversified Portfolios that Outperform Out of Sample (2016)Building Diversified Portfoli…ESG and financial performance: aggregated evidence from more than 2000 empirical studies (2015)ESG and financial performance…Socially Responsible Investment: A multicriteria approach to portfolio selection combining ethical and financial objectives (2011)Socially Responsible Investme…The Heterogeneity of Socially Responsible Investment (2008)The Heterogeneity of Socially…The Effect of Socially Responsible Investing on Portfolio Performance (2007)The Effect of Socially Respon…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*A theory of human motivation. (1943)A theory of human motivation.Strategic mapping of the environmental social governance landscape in finance – A bibliometric exploration through concepts and themes (2024)Strategic mapping of the envi…Catalyzing Sustainable Investment: Revealing ESG Power in Predicting Fund Performance with Machine Learning (2024)Catalyzing Sustainable Invest…Designing a decision support tool for integrating ESG into the natural resource extraction industry for sustainable development using the ordinal priority approach (2023)Designing a decision support …Can portfolio construction considering ESG still gain high profits? (2023)Can portfolio construction co…A multi-objective sustainable financial portfolio selection approach under an intuitionistic fuzzy framework (2023)A multi-objective sustainable…Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Corporate Governance and Equity Prices (2003)The effect of pro-environmental preferences on bond prices: Evidence from green bonds (2018)Sustainable investing in equilibrium (2020)Towards the Sustainable Corporation: Win-Win-Win Business Strategies for Sustainable Development (1994)A Brand New Brand of Corporate Social Performance (2000)Strategy and society: the link between competitive advantage and corporate social responsibility (2007)What’s in a Name: An Analysis of Impact Investing Understandings by Academics and Practitioners (2014)Emerging new themes in environmental, social and governance investing: a systematic literature review (2019)Sustainable finance and investment: Review and research agenda (2021)A power primer. (1992)G*Power 3: A flexible statistical power analysis program for the social, behavioral, and biomedical sciences (2007)Environmental, Social and Governance (ESG) Scores and Financial Performance of Multilatinas: Moderating Effects of Geographic International Diversification and Financial Slack (2019)The Influence of Firm Size on the ESG Score: Corporate Sustainability Ratings Under Review (2019)Firms and social responsibility: A review of ESG and CSR research in corporate finance (2021)Risk Aversion and Incentive Effects (2002)Incorporating Fairness into Game Theory and Economics (2011)INDIVIDUAL RISK ATTITUDES: MEASUREMENT, DETERMINANTS, AND BEHAVIORAL CONSEQUENCES (2011)Impact investing (2020)Climate Finance (2021)Social Capital in the Creation of Human Capital (1988)The Cross-Section of Expected Stock Returns (1992)Bowling alone (2000)Do institutional investors drive corporate social responsibility? International evidence (2018)Aggregate Confusion: The Divergence of ESG Ratings (2022)Intraclass correlations: Uses in assessing rater reliability. (1979)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Green Bonds as a Tool Against Climate Change? (2020)ESG did not immunize stocks during the COVID‐19 crisis, but investments in intangible assets did (2021)ESG scores and cost of debt (2022)Corporate Social Responsibility: A Theory of the Firm Perspective (2001)Corporate Social and Financial Performance: A Meta-Analysis (2003)The Social Responsibility of Business Is to Increase Its Profits (2007)COVID-19 and stock market volatility: An industry level analysis (2020)ESG activities and banking performance: International evidence from emerging economies (2020)Does CSR matter in times of crisis? Evidence from the COVID-19 pandemic (2021)Epistemic Cultures (1999)The Drivers of Greenwashing (2011)Corporate social responsibility and access to finance (2013)Environmental, Social, and Governance (ESG) disclosure: A literature review (2022)Stock price reactions to ESG news: the role of ESG ratings and disagreement (2022)The Effects of Mandatory ESG Disclosure Around the World (2024)Conditional value-at-risk for general loss distributions (2002)Optimal Versus Naive Diversification: How Inefficient is the 1/ N Portfolio Strategy? (2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)A three-component conceptualization of organizational commitment (1991)Why we buy what we buy: A theory of consumption values (1991)The "What" and "Why" of Goal Pursuits: Human Needs and the Self-Determination of Behavior (2000)
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References

  • 1943A theory of human motivation.21,512 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
  • 2015ESG and financial performance: aggregated evidence from more than 2000 empirical studies4,715 cited
  • 2017Social Capital, Trust, and Firm Performance: The Value of Corporate Social Responsibility during the Financial Crisis3,754 cited
  • 2021Why is Corporate Virtue in the Eye of The Beholder? The Case of ESG Ratings1,571 cited
  • 2017Why Do Investors Hold Socially Responsible Mutual Funds?1,378 cited
  • 2020Resiliency of Environmental and Social Stocks: An Analysis of the Exogenous COVID-19 Market Crash1,227 cited
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  • 2016Taste, information, and asset prices: implications for the valuation of CSR237 cited
  • 2018Investor Sentiment for Corporate Social Performance209 cited
  • 2020Reconsidering systematic factors during the Covid-19 pandemic – The rising importance of ESG

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203 cited
  • 2011Socially Responsible Investment: A multicriteria approach to portfolio selection combining ethical and financial objectives202 cited
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    • 2023Designing a decision support tool for integrating ESG into the natural resource extraction industry for sustainable development using the ordinal priority approach59 cited
    • 2023A multi-objective sustainable financial portfolio selection approach under an intuitionistic fuzzy framework52 cited
    • 2024Strategic mapping of the environmental social governance landscape in finance – A bibliometric exploration through concepts and themes31 cited
    • 2024Catalyzing Sustainable Investment: Revealing ESG Power in Predicting Fund Performance with Machine Learning28 cited
    • 2023Can portfolio construction considering ESG still gain high profits?21 cited