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MOPO-LSI: A User Guide

Author

Listed:
  • Yong Zheng

    (Xuejun)

  • Kumar Neelotpal Shukla

    (Xuejun)

  • Jasmine Xu

    (Xuejun)

  • David

    (Xuejun)

  • Wang
  • Michael O'Leary

Abstract

MOPO-LSI is an open-source Multi-Objective Portfolio Optimization Library for Sustainable Investments. This document provides a user guide for MOPO-LSI version 1.0, including problem setup, workflow and the hyper-parameters in configurations.

Suggested Citation

  • Yong Zheng & Kumar Neelotpal Shukla & Jasmine Xu & David & Wang & Michael O'Leary, 2023. "MOPO-LSI: A User Guide," Papers 2307.01719, arXiv.org, revised Jul 2023.
    • Handle: RePEc:arx:papers:2307.01719
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    References listed on IDEAS

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    1. Renneboog, Luc & Ter Horst, Jenke & Zhang, Chendi, 2008. "Socially responsible investments: Institutional aspects, performance, and investor behavior," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1723-1742, September.
    2. Halbritter, Gerhard & Dorfleitner, Gregor, 2015. "The wages of social responsibility — where are they? A critical review of ESG investing," Review of Financial Economics, Elsevier, vol. 26(C), pages 25-35.
    3. Gaurav Talan & Gagan Deep Sharma, 2019. "Doing Well by Doing Good: A Systematic Review and Research Agenda for Sustainable Investment," Sustainability, MDPI, vol. 11(2), pages 1-16, January.
    4. Gerhard Halbritter & Gregor Dorfleitner, 2015. "The wages of social responsibility — where are they? A critical review of ESG investing," Review of Financial Economics, John Wiley & Sons, vol. 26(1), pages 25-35, September.
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