Socially Responsible Investment: A multicriteria approach to portfolio selection combining ethical and financial objectives.
Enrique BallesteroMila BravoBlanca Pérez-GladishMar Arenas ParraDavid Plà-SantamariaPublished in: Eur. J. Oper. Res. (2012)
Keyphrases
- portfolio selection
- portfolio management
- portfolio optimization
- multiple objectives
- optimal portfolio
- financial markets
- multistage stochastic
- investment decisions
- robust optimization
- decision making
- multi objective
- stock market
- information systems
- transaction costs
- evolutionary algorithm
- decision problems
- real option
- multi agent
- differential evolution
- financial institutions