- -

Some effects on the efficient frontier of the investment strategy: a preliminary approach

RiuNet: Institutional repository of the Polithecnic University of Valencia

Share/Send to

Cited by

Statistics

  • Estadisticas de Uso

Some effects on the efficient frontier of the investment strategy: a preliminary approach

Show simple item record

Files in this item

Thumbnail
Name: Mendez-RodriguezG ...
Size: 758.6Kb
Format: PDF
Description: Versión editorial
Open
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


This item appears in the following Collection(s)

Show simple item record