DH Kim

Cornell University

Ithaca, NY 14853

United States

  • Cornell University

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The ESG Sacrifice

Number of pages: 14 Posted: 18 Dec 2019
Alexander Joshua Michael Fish, DH Kim and Shankar Venkatraman
Cornell University - College of Engineering, Cornell University and Cornell University - College of Engineering
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Abstract:

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ESG, Socially Responsible Investing, Hierarchical Risk Parity, Mean Variance Optimization, Computational Finance, Financial Engineering