Search Results for author: Shashwat Mishra

Found 1 papers, 0 papers with code

Green portfolio optimization: A scenario analysis and stress testing based novel approach for sustainable investing in the paradigm Indian markets

no code implementations26 May 2023 Shashwat Mishra, Rishabh Raj, Siddhartha P. Chakrabarty

In this article, we present a novel approach for the construction of an environment-friendly green portfolio using the ESG ratings, and application of the modern portfolio theory to present what we call as the ``green efficient frontier'' (wherein the environmental score is included as a third dimension to the traditional mean-variance framework).

Financial Analysis Portfolio Optimization

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