no code implementations • 11 Sep 2023 • Gabriele Torri, Rosella Giacometti, Darinka Dentcheva, Svetlozar T. Rachev, W. Brent Lindquist
The growing interest in sustainable investing calls for an axiomatic approach to measures of risk and reward that focus not only on financial returns, but also on measures of environmental and social sustainability, i. e. environmental, social, and governance (ESG) scores.
