Downside Risk Measures and ESG Factors in Optimal Portfolio Construction: Evidence from European Equity Markets
Authors
Carlos Andrés Zapata Quimbayo
carlosa.zapata@uexternado.edu.co
Universidad Externado de Colombia, Faculty of Finance, Bogotá, Colombia
Bernardo León Camacho
Universidad de Los Andes, School of Management, Bogotá, Colombia
Language: English
Page range: 5 - 17
Submitted on: Jul 16, 2025
Accepted on: Nov 23, 2025
Published on: Dec 1, 2025
Published by: Oikos Institut d.o.o.
In partnership with: Paradigm Publishing Services
Publication frequency: 3 issues per year
Related subjects:
© 2025 Carlos Andrés Zapata Quimbayo, Bernardo León Camacho, published by Oikos Institut d.o.o.
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.