---
title: Portfolio Optimization and ESG Risk Scores
url: https://www.ml-quant.com/papers/repec/blg-msudev-v-16-y-2024-i-2-p-1-13-n-1/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:blg:msudev:v:16:y:2024:i:2:p:1-13:n:1
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fmsdjournal.org%2Fwp-content%2Fuploads%2Fvol16issue2-1.pdf%3Bh%3Drepec%3Ablg%3Amsudev%3Av%3A16%3Ay%3A2024%3Ai%3A2%3Ap%3A1-13%3An%3A1
featured: 2025-01-23
citations: unknown
topic: Portfolio & Allocation
---


# Portfolio Optimization and ESG Risk Scores

The paper reveals that optimal portfolio structures are influenced by ESG Risk Scores under the Mean-Semivariance Behavioral Hypothesis, but the impact is minimal.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fmsdjournal.org%2Fwp-content%2Fuploads%2Fvol16issue2-1.pdf%3Bh%3Drepec%3Ablg%3Amsudev%3Av%3A16%3Ay%3A2024%3Ai%3A2%3Ap%3A1-13%3An%3A1
- Identifier: RePEc:blg:msudev:v:16:y:2024:i:2:p:1-13:n:1
- Released: 2024-11-15
- First featured: Quant Letter No. 83 (2025-01-23): https://www.ml-quant.com/issues/2025-01-23/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Portfolio & Allocation

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