Nice but cautious guys: The cost of responsible investing in the bond markets
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References listed on IDEAS
- Bastien Drut, 2010.
"Sovereign Bonds and Socially Responsible Investment,"
Journal of Business Ethics,
Springer, vol. 92(1), pages 131-145, April.
- Bastien Drut, 2009. "Sovereign Bonds and Socially Responsible Investment," EconomiX Working Papers 2009-17, University of Paris Nanterre, EconomiX.
- Bastien Drut, 2009. "Sovereign Bonds and Socially Responsible Investment," Working Papers CEB 09-014.RS, ULB -- Universite Libre de Bruxelles.
- Bastien Drut, 2010. "Sovereign bonds and socially responsible investment," ULB Institutional Repository 2013/192788, ULB -- Universite Libre de Bruxelles.
- Best, Michael J. & Grauer, Robert R., 1990. "The efficient set mathematics when mean-variance problems are subject to general linear constraints," Journal of Economics and Business, Elsevier, vol. 42(2), pages 105-120, May.
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- Alexander, Gordon J. & Baptista, Alexandre M., 2006. "Portfolio selection with a drawdown constraint," Journal of Banking & Finance, Elsevier, vol. 30(11), pages 3171-3189, November.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Bastien Drut, 2010.
"Social responsibility and mean-variance portfolio selection,"
Working Papers CEB
10-002.RS, ULB -- Universite Libre de Bruxelles.
- Bastien Drut, 2010. "Social responsibility and mean-variance portfolio selection," EconomiX Working Papers 2010-3, University of Paris Nanterre, EconomiX.
- Amelia Bilbao-Terol & Mar Arenas-Parra & Verónica Cañal-Fernández & Celia Bilbao-Terol, 2013. "Selection of Socially Responsible Portfolios Using Hedonic Prices," Journal of Business Ethics, Springer, vol. 115(3), pages 515-529, July.
- Bert Scholtens, 2010. "The Environmental Performance of Dutch Government Bond Funds," Journal of Business Ethics, Springer, vol. 92(1), pages 117-130, April.
More about this item
KeywordsPortfolio Selection; Socially Responsible Investment; Risk Aversion; Environmental Performance Index; Sovereign Bonds.;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- Q59 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Other
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2009-09-19 (All new papers)
- NEP-ENE-2009-09-19 (Energy Economics)
- NEP-ENV-2009-09-19 (Environmental Economics)
- NEP-UPT-2009-09-19 (Utility Models & Prospect Theory)
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