3D 投资：共同优化回报、风险和可持续性

IF 3.4 3区经济学 Q1 BUSINESS, FINANCE

Financial Analysts Journal Pub Date : 2024-04-29 DOI:10.1080/0015198x.2024.2335142

David Blitz, Mike Chen, Clint Howard, Harald Lohre

引用次数: 0

摘要

传统的均值方差投资组合优化是基于投资者只关心风险和收益的前提。然而，有些投资者也有非财务目标，比如可持续发展、投资回报率和风险。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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3D Investing: Jointly Optimizing Return, Risk, and Sustainability

Traditional mean-variance portfolio optimization is based on the premise that investors only care about risk and return. However, some investors also have non-financial objectives such as sustainab...

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来源期刊

Financial Analysts Journal BUSINESS, FINANCE-

CiteScore

5.40

自引率

7.10%

发文量

期刊介绍： The Financial Analysts Journal aims to be the leading practitioner journal in the investment management community by advancing the knowledge and understanding of the practice of investment management through the publication of rigorous, peer-reviewed, practitioner-relevant research from leading academics and practitioners.