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Measuring the environmental performance of green SRI funds: A DEA approach

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Listed:
  • Allevi, E.
  • Basso, A.
  • Bonenti, F.
  • Oggioni, G.
  • Riccardi, R.

Abstract

In this paper, we tackle the issue of evaluating an important class of green investing that integrate classical financial tasks with some environmental issues: the so-called green mutual funds.

Suggested Citation

  • Allevi, E. & Basso, A. & Bonenti, F. & Oggioni, G. & Riccardi, R., 2019. "Measuring the environmental performance of green SRI funds: A DEA approach," Energy Economics, Elsevier, vol. 79(C), pages 32-44.
    • Handle: RePEc:eee:eneeco:v:79:y:2019:i:c:p:32-44
    DOI: 10.1016/j.eneco.2018.07.023
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    References listed on IDEAS

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    9. Banker, Rajiv D. & Zheng, Zhiqiang (Eric) & Natarajan, Ram, 2010. "DEA-based hypothesis tests for comparing two groups of decision making units," European Journal of Operational Research, Elsevier, vol. 206(1), pages 231-238, October.
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    Keywords

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    JEL classification:

    • C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • Q56 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Environment and Development; Environment and Trade; Sustainability; Environmental Accounts and Accounting; Environmental Equity; Population Growth

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