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dc.contributor.author | García Bernabeu, Ana María | es_ES |
dc.date.accessioned | 2023-11-28T10:49:43Z | |
dc.date.available | 2023-11-28T10:49:43Z | |
dc.date.issued | 2023-12-01 | |
dc.identifier.uri | http://hdl.handle.net/10251/200260 | |
dc.description.abstract | The numerical information in these datasets consists of two files. The first file (Dataset_SRI.xlsx) contains the asset data of monthly returns and ESG risk scores for three fund managers from January 2011 to December 2019. The second file (Pareto_Fronts.xlsx) contains the mean-variance-ESG Pareto fronts and the Pareto sets of non-dominated solutions for each manager obtained using the ev-MOGA algorithm. To get these Pareto fronts, we have considered an in-sample period of 72 monthly returns over six years from January 2011 to December 2016. To implement the ev-MOGA algorithm, we use an initial population of 50000 individuals and an auxiliary population of 500. The number of boxes defining the space of each function is 100. | es_ES |
dc.language | Inglés | es_ES |
dc.publisher | Universitat Politècnica de València | |
dc.rights | Reconocimiento - No comercial (by-nc) | es_ES |
dc.subject | Multicriteria techniques | es_ES |
dc.subject | ESG criteria | es_ES |
dc.subject | Portfolio Optimization | es_ES |
dc.subject.classification | ESTADISTICA E INVESTIGACION OPERATIVA | es_ES |
dc.subject.classification | ECONOMIA FINANCIERA Y CONTABILIDAD | es_ES |
dc.subject.classification | ECONOMIA APLICADA | es_ES |
dc.title | Real-world datasets for sustainable portfolio selection | es_ES |
dc.type | Dataset | es_ES |
dc.identifier.doi | 10.4995/Dataset/10251/200260 | es_ES |
dc.rights.accessRights | Abierto | es_ES |
dc.contributor.affiliation | Universitat Politècnica de València. Grupo de Economía Internacional | es_ES |
dc.description.bibliographicCitation | García Bernabeu, AM. (2023). Real-world datasets for sustainable portfolio selection. Universitat Politècnica de València. https://doi.org/10.4995/Dataset/10251/200260 | es_ES |
dc.type.version | info:eu-repo/semantics/submittedVersion | es_ES |