Speaker: Prof. Eduardo C. Garrido Merchán, Faculty of Economic and Business Sciences (ICADE), Comillas Universidad Pontifica Abstract: This paper investigates the application of Deep Reinforcement Learning (DRL) for Environment, Social, and Governance (ESG) financial portfolio management, with a specific focus on the potential benefits of ESG score-based market regulation. We leveraged an Advantage Actor-Critic (A2C) […]

Speaker: Prof. Antonio Francisco de Almeida da Silva Jr., Department of Business Administration, Universidade Federal de Bahia, Salvador Brazil abstract: The aim of the work is to present a framework for ESG integration and to analyze the consequences of considering environmental, social and governance (ESG) factors in the optimization of investment portfolios. We use a […]

Speaker: Prof. Dilip Madan, Robert H. Smith School of Business, University of Maryland Abstract: Strategies for selecting hedging measures that both respect certain market values of cash flows and yet maintain control on their distance from physical measures are advocated, proposed and implemented. The hedging criterion is the maximization of a conservative valuation of the […]