Environmental Studies; portfolio selection; sustainable investment strategies; ESG rating score; performance evaluation; multicriteria optimization; Lower bounds; Random variables; Investment policy; Optimization; Quadratic programming; Kyoto Protocol; Economics; Multiple objective analysis; Empirical analysis; International finance; Variance analysis; Climate change; COVID-19; Social responsibility; Investment advisors; Portfolios; Institutional investments; Social investing; Securities markets; Sustainability; Financial performance; Paris Agreement; Windows (intervals); Portfolio performance; Profitability; United States--US