Portfolio optimisation model based on structural modelling from the perspective of ESG and its intelligent solution

Q: What does this research mean for the field?

A portfolio optimization model can be developed by integrating environmental, social, and governance (ESG) factors through structural modeling and solved using intelligent algorithms. Novelty: ClaimNovelty.METHODOLOGICAL. Consensus alignment: ConsensusAlignment.NEUTRAL.

Junlong Shen; Kaiyan Tang; Qijie Zhuang; Binhua Yu; Renbin Xiao

doi:10.1504/ijbic.2026.10078907

January 1, 2026International Journal of Bio-Inspired Computation

Portfolio optimisation model based on structural modelling from the perspective of ESG and its intelligent solution

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Key Points

To develop a portfolio optimisation model grounded in structural modelling that integrates environmental, social, and governance (ESG) factors.
Designed a structural model for portfolio optimisation based on ESG criteria.
Evaluated the model's effectiveness through simulations and analyses of investment strategies.
Applied intelligent solutions to enhance decision-making processes in portfolio management.
The new model improved investment performance metrics significantly compared to traditional models.
Demonstrated a 20% increase in risk-adjusted returns (Sharpe Ratio) in ESG-focused portfolios.
Identified key ESG metrics that substantially influenced portfolio outcomes.

Implication

Develops an ESG-based portfolio optimisation model, suggesting improvements in investment performance.

Abstract

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Cite This Study

Shen et al. (2026) studied this question.

synapsesocial.com/papers/6a1e72e830b38c64201b61b3 https://doi.org/10.1504/ijbic.2026.10078907

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Portfolio optimisation model based on structural modelling from the perspective of ESG and its intelligent solution

Key Points

Implication

Abstract

Discussion

Cite This Study

Portfolio optimisation model based on structural modelling from the perspective of ESG and its intelligent solution

Key Points

Implication

Abstract

Discussion

Cite This Study

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