2 papers
q-fin.PM2023
Managing ESG Ratings Disagreement in Sustainable Portfolio Selection
Francesco Cesarone, Manuel Luis Martino, Federica Ricca +1
Sustainable Investing identifies the approach of investors whose aim is twofold: on the one hand, they want to achieve the best compromise between portfolio risk and return, but th…
q-fin.PM2023
A return-diversification approach to portfolio selection
Francesco Cesarone, Rosella Giacometti, Manuel Luis Martino +1
In this paper, we propose a general bi-objective model for portfolio selection, aiming to maximize both a diversification measure and the portfolio expected return. Within this gen…