Non-contour efficient fronts for identifying most preferred portfolios in sustainability investing

•The paper provides a framework for solving the three-objective Markowitz problem where sustainability in the form of ESG is the third objective.•With no clear definition of ESG integration in the literature, we provide a crisp definition of what it is and is not.•A new technique called non-contour...

Full description

Bibliographic Details

Published in:	European journal of operational research Vol. 306; no. 2; pp. 742 - 753
Main Authors:	Steuer, Ralph E., Utz, Sebastian
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 16.04.2023
Subjects:	Efficient frontiers ESG in investing ESG integration Multiple objective programming Tri-criterion portfolio selection Tri-criterion portfolio selection Efficient frontiers ESG integration Multiple objective programming ESG in investing
ISSN:	0377-2217, 1872-6860
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!