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D. Lauria

3 papers hereh-index 241.8k citations159 works total

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

author position
  • first author2
  • middle author1

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • q-fin.CP1
  • q-fin.PM1
  • stat.AP1

identity via Semantic Scholar / OpenAlex

most citedESG-Valued Portfolio Optimization and Dynamic Asset Pricing

12 citations · 13 across the 3 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.