Can portfolio construction considering ESG still gain high profits?
Year of publication: |
2024
|
---|---|
Authors: | Davoodi, Shayan ; Fereydooni, Ali ; Rastegar, Mohammad Ali |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 67.2024, 1, Art.-No. 102126, p. 1-17
|
Subject: | ESG | Machine Learning | Markov Switching | MCDM | Portfolio Construction | Time Series Forecasting | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Zeitreihenanalyse | Time series analysis | Markov-Kette | Markov chain |
-
Bianchi, Daniele, (2014)
-
Guidolin, Massimo, (2012)
-
Ricco, Rafael, (2023)
- More ...
-
A Novel Online Portfolio Selection Approach Based on Pattern-Matching and ESG Factors
Fereydooni, Ali, (2023)
-
Fereydooni, Ali, (2023)
-
A Novel Online Portfolio Selection Based on Pattern Matching and ESG Factors
Fereydooni, Ali, (2023)
- More ...