Name of Quantlet: 2025_HTW_ESG_Portfolio_Optimization
Published in: 2025 HTW Summer School
Description: ESG-constrained portfolio optimisation
Submitted: 10 October 2025
Keywords:
- ESG
- Portfolio Optimization
- Efficient Frontier
- MIQP
- FICO
Author: Siang-Li Jheng, Ibrar Hussain, Muhammad Farhandika, Sara Eghlidi, Giovanni Simone Riondato