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A bilevel approach to ESG multi-portfolio selection.

Francesco CesaroneLorenzo LamparielloDavide MerollaJacopo M. RicciSimone SagratellaValerio Giuseppe Sasso
Published in: Comput. Manag. Sci. (2023)
Keyphrases
  • portfolio selection
  • multistage stochastic
  • portfolio optimization
  • portfolio management
  • financial markets
  • neural network
  • genetic algorithm
  • management system
  • case based reasoning
  • optimal portfolio