no code implementations • 26 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).