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researcher

W. Lindquist

7 papers hereh-index 264k citations91 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • middle author6

Across the 6 of 7 papers where every author was matched, so the position is known.

fields
  • q-fin.MF3
  • q-fin.CP1
  • q-fin.PM1
  • q-fin.PR1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

activity
20202023
most citedESG-Valued Portfolio Optimization and Dynamic Asset Pricing

12 citations · 13 across the 6 of their papers we have counts for

collaborators
Showing q-fin.PMShow all

1 paper · 1 filter

q-fin.PM2022★ 12 cited

ESG-Valued Portfolio Optimization and Dynamic Asset Pricing

Davide Lauria, W. Brent Lindquist, Stefan Mittnik +1

ESG ratings provide a quantitative measure for socially responsible investment. We present a unified framework for incorporating numeric ESG ratings into dynamic pricing theory. Sp…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.