no code implementations • 17 Dec 2023 • Francesco Cesarone, Manuel Luis Martino, Federica Ricca, Andrea Scozzari
For the ESG evaluation of the securities in the market, we consider more than one agency and propose a new approach to overcome the problem related to the disagreement between the ESG ratings by different agencies.
no code implementations • 15 Dec 2023 • Francesco Cesarone, Rosella Giacometti, Manuel Luis Martino, Fabio Tardella
In this paper, we propose a general bi-objective model for portfolio selection, aiming to maximize both a diversification measure and the portfolio expected return.
