The influence of socially responsible investment (SRI) has caused much attention from both
institutional and individual investors in capital markets. SRI considers the corporate social …

In recent years, sustainable development and social responsibility have become important
issues around the globe. Investors are interested in the so-called 'socially responsible …

We propose a multi-objective approach for portfolio selection, which allows investors to
consider not only return and downside risk criteria but also to include environmental, social …

Social responsibility investment (SRI) has attracted worldwide attention for its potential in
promoting investment sustainability and stability. We developed a three-step framework by …

In order to solve the problem of portfolio optimization, this paper proposes a method that
combines multi-objective optimization and multi-attribute decision-making to solve the dual …

We study the portfolio selection problem from the perspective of incorporating more
information about the non-normality of asset returns by considering the mean-variance …

Over the last years, more and more companies face increased pressure by the public to
provide information on how they perform on environmental, social and governance (ESG) …

Multi-criteria decision-making (MCDM) models are well-suited for solving portfolio selection
problems. Diversified financial indices and complex subjective preferences are important …

In recent decades, sustainable investing has caught on with investors, and it has now
become the norm. In the age of start-ups, with scant information on the sustainability aspects …

In this paper, we propose a comprehensive three-stage multiple criteria decision making
framework for portfolio selection based upon financial and ethical criteria simultaneously. It …