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MOPO-LSI: A User Guide

MOPO-LSI: A User Guide ArXiv ID: 2307.01719 “View on arXiv” Authors: Unknown Abstract MOPO-LSI is an open-source Multi-Objective Portfolio Optimization Library for Sustainable Investments. This document provides a user guide for MOPO-LSI version 1.0, including problem setup, workflow and the hyper-parameters in configurations. Keywords: Multi-objective portfolio optimization, Sustainable investments, Open-source library, Hyper-parameter configuration, Multi-Asset (Sustainable/ESG) Complexity vs Empirical Score Math Complexity: 6.5/10 Empirical Rigor: 4.0/10 Quadrant: Lab Rats Why: The paper introduces substantial mathematical formulation for multi-objective optimization (weighted sums, convex optimization, MOEA algorithms) but provides only a user guide and workflow description, lacking backtesting results, performance metrics, or implementation-heavy data processing details. flowchart TD A["Research Goal<br>Optimize Sustainable Investment<br>Portfolios"] --> B["Inputs: ESG Scores &<br>Financial Data"] B --> C["Methodology: Multi-Objective<br>Optimization Setup"] C --> D["Computation:<br>MOPO-LSI Engine"] D --> E["Outputs: Pareto-optimal<br>Portfolios"] E --> F["Outcomes: Trade-off Analysis<br>between Return & Sustainability"]

July 4, 2023 · 1 min · Research Team

Do Investors Care About Impact?

Do Investors Care About Impact? ArXiv ID: ssrn-3765659 “View on arXiv” Authors: Unknown Abstract We assess how investors’ willingness-to-pay (WTP) for sustainable investments responds to the social impact of those investments, using a framed field experimen Keywords: willingness-to-pay (WTP), social impact, sustainable investments, framed field experiment, impact investing, Equities Complexity vs Empirical Score Math Complexity: 2.0/10 Empirical Rigor: 8.0/10 Quadrant: Street Traders Why: The paper uses experimental economics methodology with survey data and statistical analysis, but lacks advanced mathematical derivations. It includes experimental design, data collection, and statistical testing typical of empirical finance studies. flowchart TD A["Research Goal: Do investors pay more for social impact?"] --> B["Methodology: Framed Field Experiment"] B --> C["Data/Inputs: Real capital allocations by professional investors"] C --> D["Computation: WTP estimation & impact sensitivity analysis"] D --> E["Outcome: Strong preference for positive social impact"]

January 13, 2021 · 1 min · Research Team