Constructing Multiple-Objective Portfolio Selection for Green Innovation and Dominating Green Innovation Indexes by Meng Li, Kezhi Liao, Yue Qi, Tongyang Liu

“…Green innovation indexes play important roles and are typically constructed by screening and indexing. However, Nobel Laureate Markowitz emphasizes portfolio selection instead of security selection and accentuates that “A good portfolio is more than a long list of good stocks.” …”
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