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Do irresponsible corporate activities prevent membership in sustainable stock indices? The case of the Dow Jones Sustainability Index world

Arribas, Iván; Espinós-Vañó, María Dolores; García García, Fernando; Riley, Nicola (Elsevier, 2021-05-20)

[EN] The study analyses the real-life results from the DJSI World selection process and investigates whether companies are treated differently because of sectoral or geographical diversification needs of the index; ...
Selecting socially responsible portfolios: A fuzzy multicriteria approach

García García, Fernando; Gonzalez-Bueno, Jairo; Oliver-Muncharaz, Javier; Riley, Nicola (MDPI AG, 2019-05-01)

[EN] We propose a multi-objective approach for portfolio selection, which allows investors to consider not only return and downside risk criteria but also to include environmental, social and governance (ESG) scores in the ...
What is the cost of maximizing ESG performance in the portfolio selection strategy? The case of The Dow Jones Index average stocks

García García, Fernando; Gankova-Ivanova, Tsvetelina; González-Bueno, Jairo; Oliver-Muncharaz, Javier; Tamosiuniene, Rima (Enterpreneurship and Sustainability Center, 2022-03-30)

[EN] Portfolio selection is one of the main financial topics. The original portfolio selection problem dealt with the trade-off between return and risk, measured as the mean returns and the variance, respectively. For ...

Mostrando ítems 1-3 de 3