Optimization results under different investor preferences
| Preference type | Return (%) | Risk (%) | ESG score | Portfolio notes |
|---|---|---|---|---|
| Return-maximizing | 11.5 | 19.8 | 55 | Focus on high-return assets |
| Risk-averse | 6.7 | 9.5 | 63 | Balanced low-risk portfolio |
| ESG-prioritizing | 7.2 | 13.0 | 82 | High ESG exposure, moderate return |
| Balanced (α = β = γ) | 8.9 | 14.1 | 70 | Compromise solution |
| Preference type | Return (%) | Risk (%) | ESG score | Portfolio notes |
|---|---|---|---|---|
| Return-maximizing | 11.5 | 19.8 | 55 | Focus on high-return assets |
| Risk-averse | 6.7 | 9.5 | 63 | Balanced low-risk portfolio |
| ESG-prioritizing | 7.2 | 13.0 | 82 | High ESG exposure, moderate return |
| Balanced (α = β = γ) | 8.9 | 14.1 | 70 |
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