MACF learns dynamic ESG costs from point-in-time multimodal evidence to impose constraints on portfolio transitions, and MACF-X adapters reduce tail ESG budget pressure across optimization interfaces while keeping financial performance competitive.
On imposing ESG constraints of portfolio selection for sustainable investment and comparing the efficient frontiers in the weight space.SAGE Open, 10(4): 2158244020975070
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
citation-role summary
background 1
citation-polarity summary
fields
cs.AI 1years
2026 1verdicts
UNVERDICTED 1roles
background 1polarities
background 1representative citing papers
citing papers explorer
-
Beyond ESG Scores: Learning Dynamic Constraints for Sequential Portfolio Optimization
MACF learns dynamic ESG costs from point-in-time multimodal evidence to impose constraints on portfolio transitions, and MACF-X adapters reduce tail ESG budget pressure across optimization interfaces while keeping financial performance competitive.