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...

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Vydané v:	European journal of operational research Ročník 306; číslo 2; s. 742 - 753
Hlavní autori:	Steuer, Ralph E., Utz, Sebastian
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier B.V 16.04.2023
Predmet:	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
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