q-fin.PM · 2026-09-03 · No. 104

Portfolio Management, 2026-09-03.

1 new papers in q-fin.PM. Titles, authors, abstracts. Links to arXiv. Want this in your inbox every morning? Subscribe →

01 — The papers

1 entries
  1. 01

    Eliciting ESG Preferences for Reinforcement Learning-Based Portfolio Optimization

    Giovanni Dispoto, Marcello Restelli, Carmine Ventre

    q-fin.PM · cs.CE · cs.LG

    Modern portfolio management increasingly demands a balance between traditional risk-adjusted returns and strict Environmental, Social, and Governance (ESG) mandates. Current Reinforcement Learning (RL) approaches typically optimize for a single ESG provider, neglecting the significant divergence in rating methodologies across the industry and the unintuitive nature of manually weighting conflicting objectives. This paper addresses these...

    arxiv.org/abs/2609.02677 · PDF

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