{"id":"https://openalex.org/W4306249244","doi":"https://doi.org/10.1007/s10614-022-10327-6","title":"On ESG Portfolio Construction: A Multi-Objective Optimization Approach","display_name":"On ESG Portfolio Construction: A Multi-Objective Optimization Approach","publication_year":2022,"publication_date":"2022-10-14","ids":{"openalex":"https://openalex.org/W4306249244","doi":"https://doi.org/10.1007/s10614-022-10327-6","pmid":"https://pubmed.ncbi.nlm.nih.gov/36268180","pmcid":"https://www.ncbi.nlm.nih.gov/pmc/articles/9568986"},"language":"en","primary_location":{"id":"doi:10.1007/s10614-022-10327-6","doi":"https://doi.org/10.1007/s10614-022-10327-6","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10614-022-10327-6","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10614-022-10327-6.pdf","source":{"id":"https://openalex.org/S98984247","display_name":"Computational Economics","issn_l":"0927-7099","issn":["0927-7099","1572-9974"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","dongbi-d","jufo-1","norway-1","poland-40","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Economics","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref","pubmed"],"open_access":{"is_oa":true,"oa_status":"bronze","oa_url":"https://link.springer.com/content/pdf/10.1007/s10614-022-10327-6.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5049812754","display_name":"Panos Xidonas","orcid":"https://orcid.org/0000-0003-3325-1474","observed_orcids":["https://orcid.org/0000-0003-3325-1474"]},"institutions":[{"id":"https://openalex.org/I91720666","display_name":"ESSCA School of Management","ror":"https://ror.org/04kkyet53","country_code":"FR","type":"education","lineage":["https://openalex.org/I91720666"]}],"countries":["FR"],"is_corresponding":true,"raw_author_name":"Panos Xidonas","raw_affiliation_strings":["ESSCA \u00c9cole de Management, 55 quai Alphonse Le Gallo, 92513, Paris, France"],"raw_orcid":"https://orcid.org/0000-0003-3325-1474","affiliations":[{"raw_affiliation_string":"ESSCA \u00c9cole de Management, 55 quai Alphonse Le Gallo, 92513, Paris, France","institution_ids":["https://openalex.org/I91720666"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5078843437","display_name":"Eric Essner","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I91720666","display_name":"ESSCA School of Management","ror":"https://ror.org/04kkyet53","country_code":"FR","type":"education","lineage":["https://openalex.org/I91720666"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Eric Essner","raw_affiliation_strings":["ESSCA \u00c9cole de Management, 55 quai Alphonse Le Gallo, 92513, Paris, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"ESSCA \u00c9cole de Management, 55 quai Alphonse Le Gallo, 92513, Paris, France","institution_ids":["https://openalex.org/I91720666"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5049812754"],"corresponding_institution_ids":["https://openalex.org/I91720666"],"apc_list":{"value":2890,"currency":"USD","value_usd":2890},"apc_paid":null,"fwci":7.6847,"has_fulltext":true,"cited_by_count":53,"citation_normalized_percentile":{"value":0.97597609,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":98,"max":100},"biblio":{"volume":"63","issue":"1","first_page":"21","last_page":"45"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T13146","display_name":"Sustainable Finance and Green Bonds","score":0.48019999265670776,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T13146","display_name":"Sustainable Finance and Green Bonds","score":0.48019999265670776,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11413","display_name":"Risk and Portfolio Optimization","score":0.454800009727478,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10115","display_name":"Corporate Social Responsibility Reporting","score":0.032099999487400055,"subfield":{"id":"https://openalex.org/subfields/1408","display_name":"Strategy and Management"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/multi-objective-optimization","display_name":"multi-objective optimization","score":0.8190000057220459},{"id":"https://openalex.org/keywords/sustainable-investing","display_name":"sustainable investment","score":0.7369999885559082},{"id":"https://openalex.org/keywords/responsible-investment","display_name":"responsible investment","score":0.6850000023841858},{"id":"https://openalex.org/keywords/risk-adjusted-returns","display_name":"risk-adjusted returns","score":0.8600000143051147},{"id":"https://openalex.org/keywords/mean-variance-model","display_name":"mean-variance model","score":0.7480000257492065},{"id":"https://openalex.org/keywords/asset-management","display_name":"asset management","score":0.4099999964237213},{"id":"https://openalex.org/keywords/european-stock-markets","display_name":"European stock markets","score":0.5149999856948853}],"concepts":[{"id":"https://openalex.org/C202655437","wikidata":"https://www.wikidata.org/wiki/Q7231728","display_name":"Portfolio optimization","level":3,"score":0.6989795565605164},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.6533729434013367},{"id":"https://openalex.org/C149728462","wikidata":"https://www.wikidata.org/wiki/Q751319","display_name":"Minimax","level":2,"score":0.5659395456314087},{"id":"https://openalex.org/C103144560","wikidata":"https://www.wikidata.org/wiki/Q2670999","display_name":"Investment strategy","level":3,"score":0.4930741488933563},{"id":"https://openalex.org/C77913304","wikidata":"https://www.wikidata.org/wiki/Q879967","display_name":"Black\u2013Litterman model","level":5,"score":0.45619872212409973},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.4549505412578583},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4451361298561096},{"id":"https://openalex.org/C74510933","wikidata":"https://www.wikidata.org/wiki/Q1936145","display_name":"Project portfolio management","level":3,"score":0.44154462218284607},{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.43329405784606934},{"id":"https://openalex.org/C33676613","wikidata":"https://www.wikidata.org/wiki/Q13415176","display_name":"Dimension (graph theory)","level":2,"score":0.432212233543396},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.43064630031585693},{"id":"https://openalex.org/C32896092","wikidata":"https://www.wikidata.org/wiki/Q189447","display_name":"Risk management","level":2,"score":0.4137406051158905},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.38272345066070557},{"id":"https://openalex.org/C112930515","wikidata":"https://www.wikidata.org/wiki/Q4389547","display_name":"Risk analysis (engineering)","level":1,"score":0.36991435289382935},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.2985624670982361},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.27785956859588623},{"id":"https://openalex.org/C21099588","wikidata":"https://www.wikidata.org/wiki/Q7314068","display_name":"Replicating portfolio","level":4,"score":0.22561001777648926},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.21584007143974304},{"id":"https://openalex.org/C175444787","wikidata":"https://www.wikidata.org/wiki/Q39072","display_name":"Microeconomics","level":1,"score":0.1989072859287262},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.11789080500602722},{"id":"https://openalex.org/C15952604","wikidata":"https://www.wikidata.org/wiki/Q179012","display_name":"Project management","level":2,"score":0.09700822830200195},{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.09416770935058594},{"id":"https://openalex.org/C187736073","wikidata":"https://www.wikidata.org/wiki/Q2920921","display_name":"Management","level":1,"score":0.0},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C202444582","wikidata":"https://www.wikidata.org/wiki/Q837863","display_name":"Pure mathematics","level":1,"score":0.0}],"mesh":[],"locations_count":4,"locations":[{"id":"doi:10.1007/s10614-022-10327-6","doi":"https://doi.org/10.1007/s10614-022-10327-6","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10614-022-10327-6","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10614-022-10327-6.pdf","source":{"id":"https://openalex.org/S98984247","display_name":"Computational Economics","issn_l":"0927-7099","issn":["0927-7099","1572-9974"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","dongbi-d","jufo-1","norway-1","poland-40","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Economics","raw_type":"journal-article"},{"id":"pmh:oai:pubmedcentral.nih.gov:9568986","doi":null,"is_oa":true,"landing_page_url":"https://www.ncbi.nlm.nih.gov/pmc/articles/9568986","pdf_url":null,"source":{"id":"https://openalex.org/S2764455111","display_name":"PubMed Central","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Comput Econ","raw_type":"Text"},{"id":"pmid:36268180","doi":null,"is_oa":false,"landing_page_url":"https://pubmed.ncbi.nlm.nih.gov/36268180","pdf_url":null,"source":{"id":"https://openalex.org/S4306525036","display_name":"PubMed","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1299303238","host_organization_name":"National Institutes of Health","host_organization_lineage":["https://openalex.org/I1299303238"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational economics","raw_type":"Journal Article"},{"id":"pmh:oai:RePEc:kap:compec:v:63:y:2024:i:1:d:10.1007_s10614-022-10327-6","doi":null,"is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10614-022-10327-6","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"doi:10.1007/s10614-022-10327-6","doi":"https://doi.org/10.1007/s10614-022-10327-6","is_oa":true,"landing_page_url":"https://doi.org/10.1007/s10614-022-10327-6","pdf_url":"https://link.springer.com/content/pdf/10.1007/s10614-022-10327-6.pdf","source":{"id":"https://openalex.org/S98984247","display_name":"Computational Economics","issn_l":"0927-7099","issn":["0927-7099","1572-9974"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-b","anvur-class-a","anvur-scientific","cwts-core","dongbi-d","jufo-1","norway-1","poland-40","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Computational Economics","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":true,"grobid_xml":true},"content_urls":{"pdf":"https://content.openalex.org/works/W4306249244.pdf","grobid_xml":"https://content.openalex.org/works/W4306249244.grobid-xml"},"referenced_works_count":44,"referenced_works":["https://openalex.org/W1866116766","https://openalex.org/W1943391757","https://openalex.org/W1972560205","https://openalex.org/W2030710301","https://openalex.org/W2072656291","https://openalex.org/W2089471883","https://openalex.org/W2091248281","https://openalex.org/W2116667739","https://openalex.org/W2123948893","https://openalex.org/W2127532696","https://openalex.org/W2211074832","https://openalex.org/W2280026298","https://openalex.org/W2479980147","https://openalex.org/W2495863897","https://openalex.org/W2507445618","https://openalex.org/W2517224636","https://openalex.org/W2624689968","https://openalex.org/W2754962058","https://openalex.org/W2785606188","https://openalex.org/W2808000920","https://openalex.org/W2886528124","https://openalex.org/W2897660362","https://openalex.org/W2900398444","https://openalex.org/W2940541028","https://openalex.org/W2969781339","https://openalex.org/W2972985289","https://openalex.org/W3010291643","https://openalex.org/W3021084400","https://openalex.org/W3031863241","https://openalex.org/W3108922818","https://openalex.org/W3121844339","https://openalex.org/W3121944550","https://openalex.org/W3122780569","https://openalex.org/W3122826114","https://openalex.org/W3123538194","https://openalex.org/W3124216381","https://openalex.org/W3128163159","https://openalex.org/W3128193246","https://openalex.org/W3136262530","https://openalex.org/W3153219724","https://openalex.org/W3170003288","https://openalex.org/W4232474910","https://openalex.org/W4285891455","https://openalex.org/W4292542163"],"related_works":["https://openalex.org/W4403213806","https://openalex.org/W7153431647","https://openalex.org/W4392878476","https://openalex.org/W4401520586","https://openalex.org/W4205976044","https://openalex.org/W4414052295","https://openalex.org/W7124162499","https://openalex.org/W4398200365","https://openalex.org/W7164218829","https://openalex.org/W4387685596"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":11},{"year":2025,"cited_by_count":15},{"year":2024,"cited_by_count":21},{"year":2023,"cited_by_count":6}],"updated_date":"2026-10-30T12:39:25.321706","created_date":"2022-10-15T00:00:00"}