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

Table 1

Descriptive statistics.

	Green innovation	Return (in %)	Dividend yield (in %)
Mean	0.2887	0.2267	1.3393
Standard deviation	0.7772	0.1795	1.0861
25th percentile	0	0.0918	0.5577
Median	0	0.2179	1.081
75th percentile	0.1637	0.3418	1.7864
Minimum	0	−0.2024	0
Maximum	5.9491	0.716	5.1259