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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Bibliographic Details
Main Author: BRĂTIAN Vasile
Format: Article
Language:English
Published: Lucian Blaga University of Sibiu 2024-12-01
Series:Management of Sustainable Development
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Online Access:https://msdjournal.org/wp-content/uploads/vol16issue2-1.pdf
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