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  1. Optimizing-ESG-Portfolios Optimizing-ESG-Portfolios Public

    Black-Litterman and MGARCH-based portfolio optimization with ESG constraints.

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  2. Free-Boundary Free-Boundary Public

    Free-boundary estimation for American put options using binomial tree methods under constant and GARCH(1,1) volatility.

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  3. greenwashing greenwashing Public

    Quantitative framework for detecting corporate greenwashing using ESG deficiency scores and portfolio optimization.

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  4. Jumps Jumps Public

    A Jump-Diffusion Framework to Construct an Unbiased Environmental Index

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