Selecting Socially Responsible Portfolios: A Fuzzy Multicriteria Approach
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DOI: 10.3390/su11092496
Abstract: 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 investment decision-making process.… read more here.
Keywords: socially responsible; responsible portfolios; multicriteria approach; portfolios fuzzy ... See more keywords