2013
DOI: 10.1002/mcda.1489
|View full text |Cite
|
Sign up to set email alerts
|

Chinese Corporate Social Responsibility by Multiple Objective Portfolio Selection and Genetic Algorithms

Abstract: In this paper, we study corporate social responsibility (CSR) in China through the prism of investments. We work with large stocks and assess their CSR performance from agency CSR data. We formulate Chinese CSR by a multiple objective extension of a traditional portfolio selection model and analytically solve the extension. We also solve the extension by a genetic algorithm and directly evaluate the algorithm's performance against the analytical solution. The multiple objective formulation is tested by randoml… Show more

Help me understand this report

Search citation statements

Order By: Relevance

Paper Sections

Select...
1
1

Citation Types

0
2
0

Year Published

2018
2018
2020
2020

Publication Types

Select...
2

Relationship

0
2

Authors

Journals

citations
Cited by 2 publications
(2 citation statements)
references
References 34 publications
0
2
0
Order By: Relevance
“…e.g. [24,25,26,27,28,29]. Population based methods, though by their nature inexact, have gained much popularity in application oriented communities which have no problem with accepting suboptimal solutions in exchange for method generality, versatility and simplicity, allowing easy in-house codings.…”
Section: Related Workmentioning
confidence: 99%
“…e.g. [24,25,26,27,28,29]. Population based methods, though by their nature inexact, have gained much popularity in application oriented communities which have no problem with accepting suboptimal solutions in exchange for method generality, versatility and simplicity, allowing easy in-house codings.…”
Section: Related Workmentioning
confidence: 99%
“…The second approach, based on inexact, mostly population type optimization methods (cf., e.g., [2,[4][5][6]10,[25][26][27]29,30]), aims at producing discrete feasible approximations (lower shells) of Pareto fronts. In the second approach, no guarantee is offered that the resulting approximations include actual elements of the PF.…”
Section: Introductionmentioning
confidence: 99%