The trade-off frontier for ESG and Sharpe ratio: a bootstrapped double-frontier data envelopment analysis

Sabri Boubaker; Tu Le; Riadh Manita; Thanh Ngo

Năm xuất bản2023

Nguồn học thuậtAnnals of Operations Research

Định danhDOI 10.1007/s10479-023-05506-z

TRÍCH DẪN ĐỀ XUẤTAPA 7

Sabri Boubaker; Tu Le; Riadh Manita; Thanh Ngo (2023). The trade-off frontier for ESG and Sharpe ratio: a bootstrapped double-frontier data envelopment analysis. Annals of Operations Research, 347(1), 717-741. https://doi.org/10.1007/s10479-023-05506-z

Thông tin thư mục

Nguồn/Tạp chí: Annals of Operations Research
Tập: 347
Số: 1
Trang: 717-741
Nhà xuất bản: Springer Science+Business Media
DOI: 10.1007/s10479-023-05506-z ↗

Từ khóa

Sharpe ratio; Data envelopment analysis; Efficient frontier; Frontier; Portfolio; Capitalization; Economics; Market capitalization; Econometrics; Financial economics; Returns to scale; Business; Stock market; Microeconomics; Mathematics; Statistics; Production (economics); Geography