Safety first portfolio choice based on financial and sustainability returns

European Journal of Operational Research

Volumn 221, Issue 1, 2012, Pages 155-164

  Dorfleitner, Gregor ^a   Utz, Sebastian ^a  

^a UNIVERSITY OF REGENSBURG   (Germany)

Author keywords

Finance; Safety first investor; Socially responsible investing; Sustainability value

Indexed keywords

FINANCIAL RETURNS; GENERAL MODEL; OPTIMAL SOLUTIONS; PORTFOLIO CHOICE; PORTFOLIO MANAGEMENTS; PORTFOLIO THEORIES; PROBABILISTIC CONSTRAINTS; SOCIALLY RESPONSIBLE INVESTING;

FINANCE; FINANCIAL DATA PROCESSING; INVESTMENTS;

STOCHASTIC MODELS;

EID: 84860257210     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2012.02.034     Document Type: Article

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