Constructing Multiple-Objective Portfolio Selection for Green Innovation and Dominating Green Innovation Indexes

<div>The green innovation index <svg height="11.7247pt" id="M273" style="vertical-align:-5.52892pt" version="1.1" viewbox="-0.0498162 -6.19578 11.684 11.7247" width="11.684pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M410 152L393 124C355 58 321 44 251 44H187C264 179 330 297 407 428L398 442H153C114 441 100 447 92 463H70C60 419 44 357 30 308L60 295L77 328C106 384 130 399 197 399C214 399 232 399 249 399C173 265 106 147 24 16L37 0H392C404 31 420 82 439 138L410 152Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,5.807,3.132)"><path d="M554 433L549 437C539 437 513 441 503 443C481 447 456 451 436 451C354 451 268 415 216 368C150 308 99 205 99 106C99 24 136 -12 165 -12C196 -12 243 14 268 33C318 70 374 118 415 181H419L395 39C374 -84 332 -149 295 -175C269 -193 245 -197 212 -197C137 -197 93 -156 76 -102C71 -87 61 -87 51 -96C36 -110 24 -130 24 -147C24 -183 76 -257 171 -257C226 -257 285 -227 323 -200C387 -155 455 -76 480 94C499 225 538 391 554 433ZM460 386C457 361 438 287 426 254C408 218 373 176 332 133C294 93 246 61 217 61C198 61 186 80 186 122C186 167 206 250 231 294C262 349 288 375 317 387C334 394 358 400 381 400C413 400 439 393 460 386Z"></path></g></svg> and dominating portfolios <svg height="9.48689pt" id="M274" style="vertical-align:-3.29111pt" version="1.1" viewbox="-0.0498162 -6.19578 16.0044 9.48689" width="16.0044pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M410 152L393 124C355 58 321 44 251 44H187C264 179 330 297 407 428L398 442H153C114 441 100 447 92 463H70C60 419 44 357 30 308L60 295L77 328C106 384 130 399 197 399C214 399 232 399 249 399C173 265 106 147 24 16L37 0H392C404 31 420 82 439 138L410 152Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,5.807,3.132)"><path d="M538 684C542 703 539 710 529 710C512 710 455 682 363 674L361 644H396C444 644 448 642 438 594L405 438C373 450 347 451 336 451C288 451 200 416 147 374C69 312 24 207 24 113C24 29 60 -12 94 -12C126 -12 156 4 196 30C231 53 296 100 346 166H348L328 81C311 10 325 -12 348 -12C380 -12 450 24 512 98L495 125C466 97 431 70 417 70C408 70 408 80 411 98L538 684ZM390 373L361 240C336 196 210 56 145 56C132 56 113 73 113 131C113 216 156 338 220 379C243 394 266 402 303 402C331 402 375 388 390 373Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,10.939,3.132)"><path d="M414 144C384 79 371 75 317 75H135L276 221C367 316 408 376 408 465C408 570 327 635 237 635C179 635 131 609 100 575L42 494L67 471C94 510 138 565 205 565C277 565 321 517 321 435C321 348 258 270 195 195C146 137 88 81 33 26V0H411C423 44 433 88 446 135L414 144Z"></path></g></svg> to <svg height="9.48689pt" id="M275" style="vertical-align:-3.29111pt" version="1.1" viewbox="-0.0498162 -6.19578 16.0044 9.48689" width="16.0044pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M410 152L393 124C355 58 321 44 251 44H187C264 179 330 297 407 428L398 442H153C114 441 100 447 92 463H70C60 419 44 357 30 308L60 295L77 328C106 384 130 399 197 399C214 399 232 399 249 399C173 265 106 147 24 16L37 0H392C404 31 420 82 439 138L410 152Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,5.807,3.132)"><path d="M538 684C542 703 539 710 529 710C512 710 455 682 363 674L361 644H396C444 644 448 642 438 594L405 438C373 450 347 451 336 451C288 451 200 416 147 374C69 312 24 207 24 113C24 29 60 -12 94 -12C126 -12 156 4 196 30C231 53 296 100 346 166H348L328 81C311 10 325 -12 348 -12C380 -12 450 24 512 98L495 125C466 97 431 70 417 70C408 70 408 80 411 98L538 684ZM390 373L361 240C336 196 210 56 145 56C132 56 113 73 113 131C113 216 156 338 220 379C243 394 266 402 303 402C331 402 375 388 390 373Z"></path></g><g transform="matrix(.0091,0,0,-0.0091,10.939,3.132)"><path d="M453 623H65C60 580 56 530 46 472H80C103 538 110 548 175 548H389C310 380 195 168 90 0L98 -12L175 -2C273 206 366 408 462 610L453 623Z"></path></g></svg> on the intersection for the 152 component stocks of China Securities Index 300.</div>

Complexity

fig7

Figure 7

Figure 7: Constructing Multiple-Objective Portfolio Selection for Green Innovation and Dominating Green Innovation Indexes 