Socially Responsible Investment Portfolio Construction with a Double-Screening Mechanism considering Machine Learning Prediction
Although socially responsible investment (SRI) has developed into an important investment style, only a small number of studies discuss SRI portfolio construction. In view of the overwhelming breakthrough of machine learning in prediction, this paper proposes SRI portfolio construction models by com...
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| Main Authors: | , |
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| Format: | article |
| Language: | EN |
| Published: |
Hindawi Limited
2021
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| Subjects: | |
| Online Access: | https://doaj.org/article/097e5d26ef0a4a8bb0dea7cf6067cc00 |
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