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Sustainable Investing and Asset Allocation at Global Scale

  • Bose S
  • Dong G
  • Simpson A
DOI: 10.1007/978-3-030-05624-7_10
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Abstract

We describe the narrative framework called modern portfolio theory, including mean-variance optimization, the capital asset pricing model, arbitrage pricing theory, and the efficient markets hypothesis, that serves as a foundation for asset allocation and performance attribution …

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APA

Bose, S., Dong, G., & Simpson, A. (2019). Sustainable Investing and Asset Allocation at Global Scale (pp. 225–251). https://doi.org/10.1007/978-3-030-05624-7_10

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