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Mostrando ítems 1-2 de 2

Portfolio Selection with Multiple Time Horizons: A Mean Variance - Stochastic Goal Programming Approach

Ballestero, Enrique; García Bernabeu, Ana María (University of Toronto Press, 2013)

Standard approaches to portfolio selection from classical Markowitz mean-variance model require using a time horizon of historical returns over a period that the investor defines in a conventional way. To avoid arbitrary ...
Tri-Criterion Model for Constructing Low-Carbon Mutual Fund Portfolios: A Preference-Based Multi-Objective Genetic Algorithm Approach

Hilario Caballero, Adolfo; Garcia-Bernabeu, Ana; Salcedo-Romero-de-Ávila, José-Vicente; Vercher, Marisa (MDPI AG, 2020-09)

[EN] Sustainable finance, which integrates environmental, social and governance criteria on financial decisions rests on the fact that money should be used for good purposes. Thus, the financial sector is also expected to ...

Mostrando ítems 1-2 de 2