The impact of a sustainability constraint on the mean-tracking error efficient frontier
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More about this item
KeywordsMean-tracking error optimization; Portfolio optimization; Socially responsible investment; Sustainability;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G20 - Financial Economics - - Financial Institutions and Services - - - General
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