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dc.contributor.author | Mendez-Rodriguez, Paz | es_ES |
dc.contributor.author | Garcia-Bernabeu, Ana | es_ES |
dc.contributor.author | Pérez-Gladish, Blanca | es_ES |
dc.contributor.author | Hilario Caballero, Adolfo | es_ES |
dc.date.accessioned | 2024-09-04T18:02:17Z | |
dc.date.available | 2024-09-04T18:02:17Z | |
dc.date.issued | 2013-12-31 | es_ES |
dc.identifier.uri | http://hdl.handle.net/10251/207333 | |
dc.description.abstract | In this work an indicator of the social responsibility degree of mutual funds is proposed based on the mutual fund s screening policy and on the quality of the information provided by the fund manager. Once this indicator is obtained it is included as a constraint in the mean-variance classical optimization model. An exploratory numerical experiment is presented in order to check the possible effect on the efficient frontier of different SRI strategies. | es_ES |
dc.language | Inglés | es_ES |
dc.publisher | Asociación Española de Profesores Universitarios para la Economía y la Empresa | es_ES |
dc.relation.ispartof | Rect@. Revista Electrónica de Comunicaciones y Trabajos de ASEPUMA | es_ES |
dc.rights | Reserva de todos los derechos | es_ES |
dc.subject | Socially responsible investment strategy | es_ES |
dc.subject | Negative screening | es_ES |
dc.subject | Positive screening | es_ES |
dc.subject | Mutual funds | es_ES |
dc.subject | Efficient frontiers | es_ES |
dc.subject.classification | ECONOMIA APLICADA | es_ES |
dc.subject.classification | INGENIERIA DE SISTEMAS Y AUTOMATICA | es_ES |
dc.title | Some effects on the efficient frontier of the investment strategy: a preliminary approach | es_ES |
dc.type | Artículo | es_ES |
dc.rights.accessRights | Abierto | es_ES |
dc.contributor.affiliation | Universitat Politècnica de València. Escuela Politécnica Superior de Alcoy - Escola Politècnica Superior d'Alcoi | es_ES |
dc.description.bibliographicCitation | Mendez-Rodriguez, P.; Garcia-Bernabeu, A.; Pérez-Gladish, B.; Hilario Caballero, A. (2013). Some effects on the efficient frontier of the investment strategy: a preliminary approach. Rect@. Revista Electrónica de Comunicaciones y Trabajos de ASEPUMA. 14(1):131-143. http://hdl.handle.net/10251/207333 | es_ES |
dc.description.accrualMethod | S | es_ES |
dc.relation.publisherversion | https://revistas.uma.es/index.php/recta/issue/view/1249 | es_ES |
dc.description.upvformatpinicio | 131 | es_ES |
dc.description.upvformatpfin | 143 | es_ES |
dc.type.version | info:eu-repo/semantics/publishedVersion | es_ES |
dc.description.volume | 14 | es_ES |
dc.description.issue | 1 | es_ES |
dc.identifier.eissn | 1575-605X | es_ES |
dc.relation.pasarela | S\298321 | es_ES |