Ariel Lanza

Kellogg School of Management - Department of Finance

Evanston, IL 60208

United States

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Mind the gap! Machine Learning, ESG Metrics and Sustainable Investment

Bank of Italy Occasional Paper No. 561
Number of pages: 58 Posted: 24 Jul 2020
Ariel Lanza, Enrico Bernardini and Ivan Faiella
Kellogg School of Management - Department of Finance, Bank of Italy and Bank of Italy
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Abstract:

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portfolio construction, factor models, sustainable investment, ESG, machine learning