Multi-Objective Optimization with a Closed-Form Solution for Capital Allocation in Environmental Energy Stock Portfolio

This study proposes a multi-objective optimization model for capital allocation in an energy stock portfolio. The model integrates two financial objectives (maximizing return and minimizing value-at-risk) and four environmental objectives (minimizing carbon, energy, water, and waste intensities), pr...

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Autors principals:	Sukono, Riza Andrian Ibrahim, Adhitya Ronnie Effendie, Moch Panji Agung Saputra, Igif Gimin Prihanto, Astrid Sulistya Azahra
Format:	Artigo
Idioma:	Inglês
Publicat:	MDPI AG 2025-09-01
Col·lecció:	Mathematics
Matèries:	multi-objective optimization environmentally-based stock portfolios closed-form solutions energy sector weighted utility function Lagrange multiplier
Accés en línia:	https://www.mdpi.com/2227-7390/13/17/2844
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