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Titlebook: Socially Responsible Investment; A Multi-Criteria Dec Enrique Ballestero,Blanca Pérez-Gladish,Ana Garcia Book 2015 Springer International P

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书目名称Socially Responsible Investment
副标题A Multi-Criteria Dec
编辑Enrique Ballestero,Blanca Pérez-Gladish,Ana Garcia
视频video
概述First book to approach socially responsible investment as a multicriteria decision making problem.Presents a normative, rather than a descriptive approach.Emphasizes the use of goal programming and co
丛书名称International Series in Operations Research & Management Science
图书封面Titlebook: Socially Responsible Investment; A Multi-Criteria Dec Enrique Ballestero,Blanca Pérez-Gladish,Ana Garcia Book 2015 Springer International P
描述This book integrates socially responsible investment into modern portfolio theory from a multi-criteria perspective. Socially responsible investment is a “new deal” championed by the institutional investment and bank sectors, agents that influence mutual funds and other collective investment schemes and which fear that financial strategies without ethical constraints can harm sustainable growth and prosperity. The book shows how to combine financial criteria such as profitability and risk with non-financial criteria such as the protection of the ecosystem, responsible consumption of energy, and healthcare campaigns. The book’s first part presents critical issues in ethical investment, while the second explains in detail the application of goal programming techniques for SRI funds, illustrating their use in actual cases. Part three demonstrates how compromise programming can be applied in the contexts of portfolio selection and risk management. Finally, in its fourth part the book examines the application of other decision-making support methods like the Analytic Hierarchy Process (AHP) framework, the Reference Point Method, and soft computing techniques for portfolio selection.
出版日期Book 2015
关键词Compromise Programming; Decision Making; Ethical Constraints; Goal Programming; MCDM; Normative Portfolio
版次1
doihttps://doi.org/10.1007/978-3-319-11836-9
isbn_softcover978-3-319-35434-7
isbn_ebook978-3-319-11836-9Series ISSN 0884-8289 Series E-ISSN 2214-7934
issn_series 0884-8289
copyrightSpringer International Publishing Switzerland 2015
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Social Performance and Financial Performance: A Controversial Relationshipnd in the academic literature. The main objective of this chapter is to test the impact of these factors on these divergent results. It also aims to assess the intensity of the sensitivity of this relationship to these factors considered individually or in combination. The results of our experimenta
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Selecting SRI Financial Portfolios Applying MV-SGP Model is used. As a prior question, the financial and ethical goals under uncertainty are formulated. Once the goals are specified, the statement of MV-SGP requires defining financial and SRI targets. A significant question is how to estimate Arrow’s absolute risk aversion (ARA) coefficients. This questi
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An Actual Case of SRI Financial Portfolio Choice by MV-SGPare real wide observations coming from international sources. This includes an opportunity set of 80 funds with historical series of weekly returns on the funds and SRI achievement indexes over 5 years time horizon. On this actual database, mean values vectors and covariance matrices are computed as
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