Measuring and Optimizing the Risk and Reward of Green Portfolios

is the Charles E. and Susan T. Harris Professor at MIT Sloan School of Management; the director of the MIT Laboratory for Financial Engineering; the principal investigator at the MIT Computer Science and Artificial Intelligence Laboratory in Cambridge, MA; and an external faculty member at Santa Fe Institute in Santa Fe, NM

is an assistant professor and Boya Young Fellow at the Peking University School of Mathematical Sciences, Laboratory for Mathematical Economics and Quantitative Finance, Center for Statistical Science, and National Engineering Laboratory for Big Data Analysis and Applications in Beijing, China

is a graduate student at the Peking University School of Mathematical Sciences in Beijing, China