What is the cost of maximizing ESG performance in the portfolio selection strategy? The case of The Dow Jones Index average stocks
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DOI: 10.9770/jesi.2022.9.4(9)
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References listed on IDEAS
- Christophe Revelli & Jean-Laurent Viviani, 2015. "Financial performance of socially responsible investing (SRI): what have we learned? A meta-analysis," Post-Print halshs-01141295, HAL.
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Cited by:
- Guido Abate & Ignazio Basile & Pierpaolo Ferrari, 2024. "The integration of environmental, social and governance criteria in portfolio optimization: An empirical analysis," Corporate Social Responsibility and Environmental Management, John Wiley & Sons, vol. 31(3), pages 2054-2065, May.
- Xinlai Liu & Wenbiao Liang & Yelin Fu & George Q. Huang, 2024. "Dual Environmental, Social, and Governance (ESG) Index for Corporate Sustainability Assessment Using Blockchain Technology," Sustainability, MDPI, vol. 16(10), pages 1-22, May.
- Francesco Catalano & Laura Nasello & Daniel Guterding, 2024. "Quantum Computing Approach to Realistic ESG-Friendly Stock Portfolios," Risks, MDPI, vol. 12(4), pages 1-20, April.
- Palmieri, Egidio & Ferilli, Greta B. & Stefanelli, Valeria & Geretto, Enrico F. & Polato, Maurizio, 2023. "Assessing the influence of ESG score, industry, and stock index on firm default risk: A sustainable bank lending perspective," Finance Research Letters, Elsevier, vol. 57(C).
- Giovanni Baldissarro & Maria Elena Bruni & Gianpaolo Iazzolino & Donato Morea & Stefania Veltri, 2024. "Does It Pay Off to Integrate ESG Performance into Bank Investment Portfolio Selection? Empirical Evidence in the European Energy Sector," Sustainability, MDPI, vol. 16(23), pages 1-20, December.
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More about this item
Keywords
sustainable investment; corporate social responsibility; multi-objective portfolio optimization; LR power fuzzy numbers; NSGA-II;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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