Assessing portfolio diversification via two-sample graph kernel inference. A case study on the influence of ESG screening

• Ragnar L. Gudmundarson ,

  Contributed equally to this work with: Ragnar L. Gudmundarson, Gareth W. Peters

  Roles Conceptualization, Data curation, Formal analysis, Investigation, Methodology, Software, Validation, Visualization, Writing – original draft, Writing – review & editing

  * E-mail: rlg2000@hw.ac.uk

  Affiliations Department of Actuarial Mathematics and Statistics, Heriot-Watt University, Edinburgh, United Kingdom, Centre for Networks & Enterprise, Edinburgh Business School, Edinburgh, United Kingdom

  https://orcid.org/0000-0002-5341-9206

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• Gareth W. Peters

  Contributed equally to this work with: Ragnar L. Gudmundarson, Gareth W. Peters

  Roles Conceptualization, Data curation, Formal analysis, Investigation, Methodology, Project administration, Supervision, Validation, Writing – original draft, Writing – review & editing

  Affiliation Department of Statistics & Applied Probability, University of California, Santa Barbara, Santa Barbara, California, United States of America

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