Safety first portfolio choice based on financial and sustainability returns.
Gregor DorfleitnerSebastian UtzPublished in: Eur. J. Oper. Res. (2012)
Keyphrases
- sharpe ratio
- portfolio optimization
- portfolio management
- decision making
- long term
- dow jones
- stock market
- decision makers
- decision support system
- investment decisions
- case study
- portfolio selection
- trading strategies
- fraud detection
- critical mass
- stock exchange
- database
- factor analysis
- risk management
- learning algorithm