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Downside Risk Measures and ESG Factors in Optimal Portfolio Construction: Evidence from European Equity Markets Cover

Downside Risk Measures and ESG Factors in Optimal Portfolio Construction: Evidence from European Equity Markets

ECONOMICS
Volume 13 (2025): Issue 4 (December 2025)
By: Carlos Andrés Zapata Quimbayo and  Bernardo León Camacho  
Open Access
|Dec 2025

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DOI: https://doi.org/10.2478/eoik-2025-0082 | Journal eISSN: 2303-5013 | Journal ISSN: 2303-5005
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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
Keywords:
ESG factors,
Downside Risk Measures,
portfolio optimization
Related subjects:
Business and economics,
Political economics,
Economic theory, systems and structures,
Microeconomics,
Macroeconomics,
Public finance and fiscal theory

© 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.

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