Mitigating downside risk: ESG integration in portfolio construction with stock preselection using machine learning and mean-CVaR optimization

The Quarterly Review of Economics and Finance 2026

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Authors: Larry Van Wallendael, Line Vanneste, Yanyi Zhang, Alexander Stevens, Johannes De Smedt

DOI: 10.1016/j.qref.2026.102118

Cited by: 1

References: 70

Fields of Study & Subjects

Risk and Portfolio Optimization Market Dynamics and Volatility Financial Markets and Investment Strategies

References 70