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Socially responsible investment: A multicriteria approach to portfolio selection combining ethical and financial objectives

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Socially responsible investment: A multicriteria approach to portfolio selection combining ethical and financial objectives

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Ballestero Pareja, E.; Bravo Selles, M.; Perez-Gladish, B.; Arenas-Parra, M.; Pla Santamaría, D. (2012). Socially responsible investment: A multicriteria approach to portfolio selection combining ethical and financial objectives. European Journal of Operational Research. 216(2):487-494. doi:10.1016/j.ejor.2011.07.011

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Title: Socially responsible investment: A multicriteria approach to portfolio selection combining ethical and financial objectives
Author: Ballestero Pareja, Enrique Bravo Sellés, Milagros Perez-Gladish, Blanca Arenas-Parra, Mar Pla Santamaría, David
UPV Unit: Universitat Politècnica de València. Escuela Politécnica Superior de Alcoy - Escola Politècnica Superior d'Alcoi
Universitat Politècnica de València. Departamento de Economía y Ciencias Sociales - Departament d'Economia i Ciències Socials
Issued date:
Abstract:
In a context of Socially Responsible Investment (SRI), this paper deals with portfolio selection for investors interested in ethical policies. In the opportunity set there are ethical assets and other assets which are not ...[+]
Subjects: Ethical investment , Investment analysis , OR in finance , Stock portfolio selection , Bi-criteria , Efficient portfolio , Expected return , Financial objectives , Multi-criteria approach , Mutual funds , Numerical results , Portfolio selection , Risk aversion , Socially responsible investments , Stock portfolio , Utility theory , Philosophical aspects , Risk assessment , Investments
Copyrigths: Cerrado
Source:
European Journal of Operational Research. (issn: 0377-2217 )
DOI: 10.1016/j.ejor.2011.07.011
Publisher:
Elsevier
Publisher version: http://dx.doi.org/10.1016/j.ejor.2011.07.011
Thanks:
Blanca Perez-Gladish and Mar Arenas-Parra wish to gratefully acknowledge financial support from the Spanish Ministry of Education, project MTM2007-67634. Thanks are given to three anonymous referees for their comments and ...[+]
Type: Artículo

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