Responsible Portfolio
Responsible portfolio optimization aims to construct investment portfolios that maximize financial returns while simultaneously incorporating environmental, social, and governance (ESG) factors. Current research focuses on adapting traditional mean-variance optimization models and exploring deep reinforcement learning algorithms to effectively integrate ESG considerations into portfolio allocation strategies. This field is significant because it allows investors to align their financial goals with their ethical values, potentially leading to more sustainable and impactful investment practices.
Papers
March 25, 2024