How performance of risk-based strategies is modified by socially responsible investment universe?
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DOI: 10.1016/j.irfa.2014.11.009
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Other versions of this item:
- Bertrand, Philippe & Lapointe, Vincent, 2015. "How performance of risk-based strategies is modified by socially responsible investment universe?," International Review of Financial Analysis, Elsevier, vol. 38(C), pages 175-190.
References listed on IDEAS
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Citations
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Cited by:
- Boudt, Kris & Raza, Muhammad Wajid & Wauters, Marjan, 2019. "Evaluating the Shariah-compliance of equity portfolios: The weighting method matters," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 406-417.
- Francesco Cesarone & Andrea Scozzari & Fabio Tardella, 2020. "An optimization–diversification approach to portfolio selection," Journal of Global Optimization, Springer, vol. 76(2), pages 245-265, February.
- Chikashi Tsuji, 2016. "Are Dividend Yield and ROE Smart Portfolio Fundamentals? The Recent Case of Japan," Business and Management Horizons, Macrothink Institute, vol. 4(1), pages 10-21, June.
- Raza, Muhammad Wajid & Ashraf, Dawood, 2019.
"Does the application of smart beta strategies enhance portfolio performance? The case of Islamic equity investments,"
International Review of Economics & Finance, Elsevier, vol. 60(C), pages 46-61.
- Raza , Muhammad Wajid & Ashraf, Dawood, 2018. "Does the Application of Smart Beta Strategies Enhance Portfolio Performance? The Case of Islamic Equity Investments," Working Papers 2018-1, The Islamic Research and Teaching Institute (IRTI).
- Singh, Amanjot, 2020. "COVID-19 and safer investment bets," Finance Research Letters, Elsevier, vol. 36(C).
- Bienert, Sven, . "METASTUDIE :NACHHALTIGKEIT CONTRA RENDITE? Die Implikationen nachhaltigen Wirtschaftens für offene Immobilienfonds am Beispiel der Deka Immobilien Investment GmbH und der WestInvest GmbH," Beiträge zur Immobilienwirtschaft, University of Regensburg, Department of Economics, number 14.
- Philippe Bertrand & Vincent Lapointe, 2018.
"Risk-based strategies: the social responsibility of investment universes does matter,"
Annals of Operations Research, Springer, vol. 262(2), pages 413-429, March.
- Philippe Bertrand & Vincent Lapointe, 2018. "Risk-based strategies: the social responsibility of investment universes does matter," Post-Print hal-01457390, HAL.
- Philippe Bertrand & Vincent Lapointe, 2018. "Risk-based strategies: the social responsibility of investment universes does matter," Post-Print hal-01833080, HAL.
- Iván Arribas & María Dolores Espinós-Vañó & Fernando García & Paula Beatriz Morales-Bañuelos, 2019. "The Inclusion of Socially Irresponsible Companies in Sustainable Stock Indices," Sustainability, MDPI, Open Access Journal, vol. 11(7), pages 1-14, April.
- Fabio Pizzutilo, 2017. "Measuring the under-diversification of socially responsible investments," Applied Economics Letters, Taylor & Francis Journals, vol. 24(14), pages 1005-1018, August.
- Francesco Cesarone & Fabio Tardella, 2017. "Equal Risk Bounding is better than Risk Parity for portfolio selection," Journal of Global Optimization, Springer, vol. 68(2), pages 439-461, June.
- Justyna Przychodzen & Fernando Gómez-Bezares & Wojciech Przychodzen & Mikel Larreina, 2016. "ESG Issues among Fund Managers—Factors and Motives," Sustainability, MDPI, Open Access Journal, vol. 8(10), pages 1-19, October.
- Sangki Lee & Insu Kim & Chung-hun Hong, 2019. "Who Values Corporate Social Responsibility in the Korean Stock Market?," Sustainability, MDPI, Open Access Journal, vol. 11(21), pages 1-14, October.
- Yue Qi & Xiaolin Li, 2020. "On Imposing ESG Constraints of Portfolio Selection for Sustainable Investment and Comparing the Efficient Frontiers in the Weight Space," SAGE Open, , vol. 10(4), pages 21582440209, December.
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More about this item
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- C60 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - General
- G32 - Financial Economics - - Corporate Finance and Governance - - - Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill
- M14 - Business Administration and Business Economics; Marketing; Accounting; Personnel Economics - - Business Administration - - - Corporate Culture; Diversity; Social Responsibility
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