Arribas, Iván; Espinós-Vañó, María Dolores; García García, Fernando; Riley, Nicola(Elsevier, 2021-05-20)
[EN] The study analyses the real-life results from the DJSI World selection process and investigates whether companies are treated differently because of sectoral or geographical diversification needs of the index; ...
[EN] We propose a multi-objective approach for portfolio selection, which allows investors to consider not only return and downside risk criteria but also to include environmental, social and governance (ESG) scores in the ...