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A Framework for Managing a Portfolio of Socially Responsible Investments

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Author Info
Hallerbach, W.G.P.M.
Ning, H.
Soppe, A.B.M.
Spronk, J. (Erasmus Research Institute of Management (ERIM), RSM Erasmus University)

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Abstract

In this paper we present and illustrate using real-life data a framework for managing an investment portfolio in which the investment opportunities are described in terms of a set of attributes and part of this set is intended to capture the effects on society. Here we link with the emerging literature on SRI: Socially Responsible Investment. Given the multifarious descriptions of the individual investment opportunities we show how these can be combined into portfolios with the same attributes at the portfolio level. Also we show how a manager can systematically be supported in the choice between different portfolio profiles. As part of the framework we use multi-criteria decision tools.

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Publisher Info
Paper provided by Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam. in its series Research Paper with number ERS-2002-54-F&A Revision_Date: 2009-11-09.

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Date of creation: 04 Jun 2002
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Handle: RePEc:dgr:eureri:2002204

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Related research
Keywords: socially responsible investments; portfolio management; social responsibility; SRI;

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This paper has been announced in the following NEP Reports: Cited by:
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  1. Avshalom Adam & Tal Shavit, 2008. "How Can a Ratings-based Method for Assessing Corporate Social Responsibility (CSR) Provide an Incentive to Firms Excluded from Socially Responsible Investment Indices to Invest in CSR?," Journal of Business Ethics, Springer, vol. 82(4), pages 899-905, November. [Downloadable!] (restricted)
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