A machine learning approach to risk based asset allocation in portfolio optimization. [PDF]
Sci RepAgal S, Raulji K, Odedra ND.
europepmc +1 more source
Current Trends and Future Research in Management Control for Sustainability in Retail
Business Strategy and the Environment, EarlyView.ABSTRACT The growing emphasis on sustainability in the retail sector, driven by regulatory frameworks, market trends and consumer demand, has placed management control at the forefront of facilitating sustainability practices. Despite increasing academic interest in this area, the literature is fragmented and provides limited sector‐specific insight ...
Miguel Gil, Mart Ots, Timur Uman
wiley +1 more source
Graph attention-based heterogeneous multi-agent deep reinforcement learning for adaptive portfolio optimization. [PDF]
Sci RepZhang B.
europepmc +1 more source
An analysis of machine learning risk factors and risk parity portfolio optimization.
PLoS One, 2022 Wu L +4 more
europepmc +1 more source
Stock Portfolio Optimization Using a Combined Approach of Multi Objective Grey Wolf Optimizer and Machine Learning Preselection Methods. [PDF]
Comput Intell Neurosci, 2022 Mazraeh NB +3 more
europepmc +1 more source
The Influence of ESG Controversies on Financing Costs for European Companies: Does Culture Matter?
Business Strategy and the Environment, EarlyView.ABSTRACT This study examines the relationship between environmental, social, and governance (ESG) controversies and corporate financing costs, focusing on the moderating effect of national culture. It analyzes European companies listed on the STOXX 600 Index from 2016 to 2023.
Souad Brinette +2 more
wiley +1 more source
Advanced investing with deep learning for risk-aligned portfolio optimization. [PDF]
PLoS OneNguyen MD.
europepmc +1 more source
Default Effect in ESG Investment: When a Recommendation Goes a Long Way
Business Strategy and the Environment, EarlyView.ABSTRACT Individual investors display a positive attitude toward ESG investments but typically fail to act upon it. We report results from a preregistered online experiment testing a default option on 1050 US investors examining the mechanisms driving the effectiveness of default options in promoting ESG investments.
Sai Sravanthi Ramadugula +2 more
wiley +1 more source
A Monte Carlo-Based Framework for Two-Stage Stochastic Programming: Application to Bond Portfolio Optimization. [PDF]
Entropy (Basel)Albaqami H, Mrad M, Gharbi A, Subasi MM.
europepmc +1 more source
Green Ambiguity Shapes Sustainable Investing
Business Strategy and the Environment, EarlyView.ABSTRACT Green Exchange‐Traded Funds (ETFs) have experienced strong growth in recent years, reflecting increasing investor attention toward sustainability. However, these funds rely on a wide range of environmental metrics that are often weakly aligned, raising concerns about the meaning of greenness in sustainable investing.
Rita Laura D'Ecclesia +2 more
wiley +1 more source