PORTFOLIO OPTIMIZATION UNDER THE MEAN-SEMIVARIANCE BEHAVIORAL HYPOTHESIS. EMPIRICAL EVIDENCE OF THE DEPENDENCE BETWEEN OPTIMAL PORTFOLIO STRUCTURE AND ESG RISK SCORES
This paper aims to perform a portfolio optimization under the Mean-Semivariance Behavioral Hypothesis and measures whether there is dependence between the optimal portfolio structures thus obtained and ESG Risk Scores. The investigation of such an issue may be justified by the fact that ESG reportin...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Lucian Blaga University of Sibiu
2024-12-01
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| Series: | Management of Sustainable Development |
| Subjects: | |
| Online Access: | https://msdjournal.org/wp-content/uploads/vol16issue2-1.pdf |
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