¿Difiere la rentabilidad y el riesgo en los fondos de inversión no convencionales?

González-Fernández, Marcos; González-Velasco, Carmen

doi:10.1016/j.cede.2012.11.003

Cited by 2 publications

(1 citation statement)

References 60 publications

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“…In the case of sustainable investment funds in the Spanish market, some studies concluded that performance of socially responsible investment funds is similar to conventional funds, or may be ever higher (Albareda & Balaguer, 2007;González Fernández & González Velasco, 2012).…”

Section: Introductionmentioning

confidence: 99%

Irresponsible Behavior of Spanish Ftse4good Ibex Companies Based on Ngo Reports

Vañó

García

2018

10th International Scientific Conference “Business and Management 2018”

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Recently, social responsible investment has experienced exceptional growth. For that reason, many listed companies pretend to have adopted guidelines and values proclaimed by prestigious internac-ional organizations as the UNO or the OECD. In fact, to adhere such guidelines is a requisite to be in-cluded in most socially responsible stock indices. In this paper we search for irresponsible behaviour by Spanish companies included in some of the world most preminent sustainable stock indices. The main result is that most of the companies have been actually critized by prestigious NGOs, so their identification as socially responsible should be questioned.

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Section: Introductionmentioning

confidence: 99%

Irresponsible Behavior of Spanish Ftse4good Ibex Companies Based on Ngo Reports

Vañó

García

2018

10th International Scientific Conference “Business and Management 2018”

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An Alternative Framework for Socially Responsible Portfolios Optimization Applied to the Moroccan Stock Exchange

Hanine¹,

Tkiouat

Lahrichi

2021

IJAHP

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The purpose of this article is to propose an alternative approach for portfolio optimization combining financial and ethical constraints in one hand, and objective and subjective investor’s preferences in the other hand. This approach intends to support investors in selecting and optimizing financial and social portfolio’s performances. More precisely, we introduce analytic hierarchy process (AHP) to measure the ethical performance (EP) score of each asset considering ethical criteria. For its part, fuzzy multiple criteria decision making (FMCDM) is used to determine the overall financial quality score of assets with respect to key financial criteria i.e., short term return, long term return, and risk. Besides, interactive fuzzy programming approach is applied to support the investor’s decision, considering its subjective preferences. The robustness of our approach is tested through an empirical study involving the case of the Casablanca Stock Exchange (CSE). The results give evidence that the Socially Responsible (SR) Portfolio have performed similar to the conventional one, as no significant differences were found in term of return. However, the SR portfolio allows the investor to achieve his ethical goal, against a slight financial sacrifice.

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¿Difiere la rentabilidad y el riesgo en los fondos de inversión no convencionales?

Cited by 2 publications

References 60 publications

Irresponsible Behavior of Spanish Ftse4good Ibex Companies Based on Ngo Reports

Irresponsible Behavior of Spanish Ftse4good Ibex Companies Based on Ngo Reports

An Alternative Framework for Socially Responsible Portfolios Optimization Applied to the Moroccan Stock Exchange

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