Social responsibility and mean-variance portfolio selection
Download full text from publisher
Other versions of this item:
- Bastien Drut, 2010. "Social responsibility and mean-variance portfolio selection," EconomiX Working Papers 2010-3, University of Paris Nanterre, EconomiX.
References listed on IDEAS
- 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.
- Nijman, T.E. & de Roon, F.A., 2001. "Testing for mean-variance spanning : A survey," Other publications TiSEM 0159f80a-c61b-4519-b004-a, Tilburg University, School of Economics and Management.
- Renneboog, Luc & Ter Horst, Jenke & Zhang, Chendi, 2008. "Socially responsible investments: Institutional aspects, performance, and investor behavior," Journal of Banking & Finance, Elsevier, vol. 32(9), pages 1723-1742, September.
- DeRoon, Frans A. & Nijman, Theo E., 2001. "Testing for mean-variance spanning: a survey," Journal of Empirical Finance, Elsevier, vol. 8(2), pages 111-155, May.
- Bastien Drut, 2009. "Nice but cautious guys: The cost of responsible investing in the bond markets," Working Papers CEB 09-034.RS, ULB -- Universite Libre de Bruxelles.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Marie Briere & Ariane Szafarz, 2015.
"Does commercial microfinance belong to the financial sector? Lessons from the stock market,"
ULB -- Universite Libre de Bruxelles, vol. 67, pages 110-125, March.
- Brière, Marie & Szafarz, Ariane, 2015. "Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market," World Development, Elsevier, vol. 67(C), pages 110-125.
- Marie Briere & Ariane Szafarz, 2014. "Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market," Working Papers CEB 14-024, ULB -- Universite Libre de Bruxelles.
- Marie Brière & Ariane Szafarz, 2015. "Does Commercial Microfinance Belong to the Financial Sector? Lessons from the Stock Market," Post-Print hal-01491987, HAL.
- repec:dau:papers:123456789/7858 is not listed on IDEAS
- Marie Briere & Ariane Szafarz, 2011. "Investment in Microfinance Equity: Risk, Return, and Diversification Benefits," Working Papers CEB 11-050, ULB -- Universite Libre de Bruxelles.
- repec:dau:papers:123456789/14039 is not listed on IDEAS
- Amelia Bilbao-Terol & Mar Arenas-Parra & Verónica Cañal-Fernández & Mariano Jiménez, 2016. "A sequential goal programming model with fuzzy hierarchies to sustainable and responsible portfolio selection problem," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 67(10), pages 1259-1273, October.
- 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.
More about this item
KeywordsSocially Responsible Investment; Portfolio Selection; Mean-variance Optimization; Linear Constraint; Socially Responsible Ratings.;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G20 - Financial Economics - - Financial Institutions and Services - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:sol:wpaper:10-002. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Benoit Pauwels). General contact details of provider: http://edirc.repec.org/data/cebulbe.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.