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The demo included ESG Vs Risk. How do you optimise ESG Vs Risk Vs Return - ie all 3 at once or do you do 2 at a time and compare?

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There are different ways to go here -- you can do for instance a weighted sum approach -- so you would sum up your three optimization goals (each with a factor) and use this sum as the function to be minimized

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Is getting one factor together the only way?

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