Network-based online portfolio selection with ESG scores
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S Guo, M Yin, WK Ching
Computers & Operations Research, 2026
Elsevier
Online portfolio selection is crucial for asset enhancement and risk control in contemporary financial market where information is renewed every second. Traditional approaches tend to ignore the impact of environmental, social, and governmental (ESG) factors on online investment decision making. This work studies the sustainable online portfolio selection problem by innovatively proposing the network-based online portfolio selection (NetOPS) strategy, which considers ESG factors to satisfy investors' demands for high returns, effective …
