-
1
-
-
33750699260
-
Multiob-jective stochastic programming for portfolio selection
-
Abdelaziz, F. B., Aouni, B., & El Fayedh, R. (2007). Multiob-jective stochastic programming for portfolio selection. European Journal of Operational Research, 177(3), 1811–1823.
-
(2007)
European Journal of Operational Research
, vol.177
, Issue.3
, pp. 1811-1823
-
-
Abdelaziz, F.B.1
Aouni, B.2
El Fayedh, R.3
-
2
-
-
85003968252
-
Is ethical money sensitive to past returns? The case of portfolio constraints and persistence of Islamic and socially responsible funds. Working Papers No 2014/19
-
Universitat Jaume I, Castelln (Spain
-
Abdelsalam, O., Duygun, M., Matallín-Sáez, J.C. & Tortosa-Ausina, E. (2014). Is ethical money sensitive to past returns? The case of portfolio constraints and persistence of Islamic and socially responsible funds. Working Papers No 2014/19, Economics Department, Universitat Jaume I, Castelln (Spain). http://EconPapers.repec.org/RePEc:jau:wpaper:2014/19
-
(2014)
Economics Department
-
-
Abdelsalam, O.1
Duygun, M.2
Matallín-Sáez, J.C.3
Tortosa-Ausina, E.4
-
3
-
-
84876167417
-
A cardinality constrained stochastic goal programming model with satisfaction functions for venture capital investment decision making
-
Aouni, B., Colapinto, C., & La Torre, D. (2013). A cardinality constrained stochastic goal programming model with satisfaction functions for venture capital investment decision making. Annals of Operations Research, 205, 77–88.
-
(2013)
Annals of Operations Research
, vol.205
, pp. 77-88
-
-
Aouni, B.1
Colapinto, C.2
La Torre, D.3
-
4
-
-
0033412999
-
Coherent measures of risk
-
Artzner, P., Delbaen, F., Eber, J., & Heath, D. (1999). Coherent measures of risk. Mathematical Finance, 9, 203–288.
-
(1999)
Mathematical Finance
, vol.9
, pp. 203-288
-
-
Artzner, P.1
Delbaen, F.2
Eber, J.3
Heath, D.4
-
5
-
-
84890859488
-
A combined analytic hierarchy process and goal programming approach to international portfolio selection in the presence of investment barriers
-
Bahloul, S., & Abid, F. (2013). A combined analytic hierarchy process and goal programming approach to international portfolio selection in the presence of investment barriers. International Journal of Multi-criteria Decision Making, 3(1), 1–20.
-
(2013)
International Journal of Multi-criteria Decision Making
, vol.3
, Issue.1
, pp. 1-20
-
-
Bahloul, S.1
Abid, F.2
-
6
-
-
84860262180
-
Socially responsible investment: A multicriteria approach to portfolio selection combining ethical and financial objectives
-
Ballestero, E., Bravo, M., Pérez-Gladish, B., Arenas-Parra, M., & Plá-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.
-
(2012)
European Journal of Operational Research
, vol.216
, Issue.2
, pp. 487-494
-
-
Ballestero, E.1
Bravo, M.2
Pérez-Gladish, B.3
Arenas-Parra, M.4
Plá-Santamaría, D.5
-
7
-
-
73649109598
-
Selecting portfolios given multiple eurostoxx-based uncertainty scenarios
-
Ballestero, E., Pérez-Gladish, B., Arenas-Parra, M., & Bilbao-Terol, A. (2009). Selecting portfolios given multiple eurostoxx-based uncertainty scenarios. INFOR Information Systems and Operational Research, 47(1), 59–70.
-
(2009)
INFOR Information Systems and Operational Research
, vol.47
, Issue.1
, pp. 59-70
-
-
Ballestero, E.1
Pérez-Gladish, B.2
Arenas-Parra, M.3
Bilbao-Terol, A.4
-
8
-
-
33750080182
-
The curvilinear relationship between social responsibility and financial performance
-
Barnett, M. L., & Salomon, R. S. (2006). The curvilinear relationship between social responsibility and financial performance. Strategic Management Journal, 27, 1101–1122.
-
(2006)
Strategic Management Journal
, vol.27
, pp. 1101-1122
-
-
Barnett, M.L.1
Salomon, R.S.2
-
9
-
-
84994723656
-
Ethical portfolio theory: A new course
-
Barracchini, C., & Addessi, M. E. (2012). Ethical portfolio theory: A new course. Journal of Management and Sustainability, 2(2), 35–42.
-
(2012)
Journal of Management and Sustainability
, vol.2
, Issue.2
, pp. 35-42
-
-
Barracchini, C.1
Addessi, M.E.2
-
10
-
-
80052418705
-
Measuring investors socially responsible preferences in mutual funds
-
Barreda-Tarrazona, I., Matallín-Sáez, J., & Balaguer-Franch, M. (2011). Measuring investors socially responsible preferences in mutual funds. Journal of Business Ethics, 103(2), 305–330.
-
(2011)
Journal of Business Ethics
, vol.103
, Issue.2
, pp. 305-330
-
-
Barreda-Tarrazona, I.1
Matallín-Sáez, J.2
Balaguer-Franch, M.3
-
11
-
-
84894497390
-
Constant and variable returns to scale DEA models for socially responsible investment funds
-
Basso, A., & Funari, S. (2014). Constant and variable returns to scale DEA models for socially responsible investment funds. European Journal of Operational Research, 235(3), 775–783.
-
(2014)
European Journal of Operational Research
, vol.235
, Issue.3
, pp. 775-783
-
-
Basso, A.1
Funari, S.2
-
12
-
-
18144388600
-
International evidence on ethical mutual fund performance and investment style
-
Bauer, R., Koedijk, K., & Otten, R. (2005). International evidence on ethical mutual fund performance and investment style. Journal of Banking & Finance, 29, 1751–1767.
-
(2005)
Journal of Banking & Finance
, vol.29
, pp. 1751-1767
-
-
Bauer, R.1
Koedijk, K.2
Otten, R.3
-
13
-
-
73349085920
-
Individual and corporate social responsibility
-
Bénabou, R. & Tirole, J. (2010). Individual and corporate social responsibility. Economica, 77, 1–19.
-
(2010)
Economica
, vol.77
, pp. 1-19
-
-
Bénabou, R.1
Tirole, J.2
-
14
-
-
48749093997
-
Socially responsible investment funds: Investor reaction to current and past returns
-
Benson, K. L., & Humphrey, J. E. (2008). Socially responsible investment funds: Investor reaction to current and past returns. Journal of Banking & Finance, 32, 1850–1859.
-
(2008)
Journal of Banking & Finance
, vol.32
, pp. 1850-1859
-
-
Benson, K.L.1
Humphrey, J.E.2
-
15
-
-
84874790744
-
Socially responsible investing: An investor perspective
-
Berry, T. C., & Junkus, J. C. (2013). Socially responsible investing: An investor perspective. Journal of Business Ethics, 112(4), 707–720.
-
(2013)
Journal of Business Ethics
, vol.112
, Issue.4
, pp. 707-720
-
-
Berry, T.C.1
Junkus, J.C.2
-
16
-
-
34249984102
-
On constructing expert betas for single-index model
-
Bilbao, A., Arenas, M., Rodríguez, M., & Antomil, J. (2007). On constructing expert betas for single-index model. European Journal of Operational Research, 183, 827–847.
-
(2007)
European Journal of Operational Research
, vol.183
, pp. 827-847
-
-
Bilbao, A.1
Arenas, M.2
Rodríguez, M.3
Antomil, J.4
-
17
-
-
84855869326
-
Selection of socially responsible portfolios using goal programming and fuzzy technology
-
Bilbao-Terol, A., Arenas-Parra, M., & Cañal-Fernández, V. (2012a). Selection of socially responsible portfolios using goal programming and fuzzy technology. Information Sciences, 189, 110–125.
-
(2012)
Information Sciences
, vol.189
, pp. 110-125
-
-
Bilbao-Terol, A.1
Arenas-Parra, M.2
Cañal-Fernández, V.3
-
18
-
-
84861194188
-
A fuzzy multi-objective approach for sustainable investments
-
Bilbao-Terol, A., Arenas-Parra, M., & Cañal-Fernández, V. (2012b). A fuzzy multi-objective approach for sustainable investments. Expert Systems with Applications, 39, 10904–10915.
-
(2012)
Expert Systems with Applications
, vol.39
, pp. 10904-10915
-
-
Bilbao-Terol, A.1
Arenas-Parra, M.2
Cañal-Fernández, V.3
-
19
-
-
84880051367
-
Selection of socially responsible portfolios using hedonic prices
-
Bilbao-Terol, A., Arenas-Parra, M., Cañal-Fernández, V., & Bilbao-Terol, C. (2013). Selection of socially responsible portfolios using hedonic prices. Journal of Business Ethics, 115(3), 515–529.
-
(2013)
Journal of Business Ethics
, vol.115
, Issue.3
, pp. 515-529
-
-
Bilbao-Terol, A.1
Arenas-Parra, M.2
Cañal-Fernández, V.3
Bilbao-Terol, C.4
-
22
-
-
84894269976
-
Fuzzy portfolio selection with non-financial goals: exploring the efficient frontier. Annals of Operations Research
-
Calvo, C., Ivorra, C., & Liern, V. (2014). Fuzzy portfolio selection with non-financial goals: exploring the efficient frontier. Annals of Operations Research, doi:10.1007/s10479-014-1561-2
-
(2014)
doi:10.1007/s10479-014-1561-2
-
-
Calvo, C.1
Ivorra, C.2
Liern, V.3
-
23
-
-
70349269843
-
The performance of European socially responsible funds
-
Cortez, M. C., Silva, F., & Areal, N. (2009). The performance of European socially responsible funds. Journal of Business Ethics, 87(4), 573–588.
-
(2009)
Journal of Business Ethics
, vol.87
, Issue.4
, pp. 573-588
-
-
Cortez, M.C.1
Silva, F.2
Areal, N.3
-
25
-
-
80051784869
-
The environmental and macroeconomic effects of socially responsible investment
-
Dam, L., & Heijdra, B. J. (2011). The environmental and macroeconomic effects of socially responsible investment. Journal of Economic Dynamics and Control, 35, 1424–1434.
-
(2011)
Journal of Economic Dynamics and Control
, vol.35
, pp. 1424-1434
-
-
Dam, L.1
Heijdra, B.J.2
-
26
-
-
77953574623
-
Portfolio optimization with mental accounts
-
Das, S., Markowitz, H., Scheid, J., & Statman, M. (2010). Portfolio optimization with mental accounts. Journal of Financial and Quantitative Analysis, 45(2), 311–334.
-
(2010)
Journal of Financial and Quantitative Analysis
, vol.45
, Issue.2
, pp. 311-334
-
-
Das, S.1
Markowitz, H.2
Scheid, J.3
Statman, M.4
-
27
-
-
84860257210
-
Safety first portfolio choice based on financial and sustainability returns
-
Dorfleitner, G., & Utz, S. (2012). Safety first portfolio choice based on financial and sustainability returns. European Journal of Operational Research, 221(1), 155–164.
-
(2012)
European Journal of Operational Research
, vol.221
, Issue.1
, pp. 155-164
-
-
Dorfleitner, G.1
Utz, S.2
-
28
-
-
84855869757
-
Social responsibility and mean-variance portfolio selection, No. 10- 002, RS. Working Papers CEB from Universit Libre de Bruxelles, Solvay Bruxelles School of Economics and Management
-
Drut, B. (2010). Social responsibility and mean-variance portfolio selection, No. 10- 002, RS. Working Papers CEB from Universit Libre de Bruxelles, Solvay Bruxelles School of Economics and Management, Centre Emile Bernheim (CEB).
-
(2010)
Centre Emile Bernheim (CEB)
-
-
Drut, B.1
-
29
-
-
79958240367
-
-
European Fund and Asset Management Association, Brussels
-
EFAMA. (2013). Annual report 2013. European Fund and Asset Management Association. Brussels.
-
(2013)
Annual report
-
-
-
30
-
-
84883071576
-
-
European Sustainable and Responsible Investment Forum, Paris
-
EUROSIF. (2012). European SRI Study 2012. European Sustainable and Responsible Investment Forum, Paris.
-
(2012)
European SRI Study
-
-
-
32
-
-
35548947564
-
A critical review of sustainable business indices and their impact
-
Fowler, S. J., & Hope, C. (2007). A critical review of sustainable business indices and their impact. Journal of Business Ethics, 76(3), 243–252.
-
(2007)
Journal of Business Ethics
, vol.76
, Issue.3
, pp. 243-252
-
-
Fowler, S.J.1
Hope, C.2
-
33
-
-
0003772810
-
-
The University of Chicago Press, Chicago, IL
-
Friedman, M. (1962). Capitalism and freedom. Chicago, IL: The University of Chicago Press.
-
(1962)
Capitalism and freedom
-
-
Friedman, M.1
-
34
-
-
55149118403
-
The stocks at stake: Return and risk in socially responsable investment
-
Galema, R., Plantinga, A., & Scholtens, B. (2008). The stocks at stake: Return and risk in socially responsable investment. Journal of Banking and Finance, 32, 2646–2654.
-
(2008)
Journal of Banking and Finance
, vol.32
, pp. 2646-2654
-
-
Galema, R.1
Plantinga, A.2
Scholtens, B.3
-
35
-
-
79953104374
-
Psychology, financial decision making, and financial crises
-
Gärling, T., Kirchler, E., Lewis, A., & van Raaij, F. (2009). Psychology, financial decision making, and financial crises. Psychological Science in the Public Interest, 10(Suppl 1), 1–47.
-
(2009)
Psychological Science in the Public Interest
, vol.10
, pp. 1-47
-
-
Gärling, T.1
Kirchler, E.2
Lewis, A.3
van Raaij, F.4
-
36
-
-
27244437891
-
Prospect theory, mental accounting, and momentum
-
Grinblatt, M., & Han, B. (2005). Prospect theory, mental accounting, and momentum. Journal of Financial Economics, 78, 311–339.
-
(2005)
Journal of Financial Economics
, vol.78
, pp. 311-339
-
-
Grinblatt, M.1
Han, B.2
-
37
-
-
84880693086
-
Global sustainable investment review
-
GSIA. (2013). 2012 Global sustainable investment review. Global Sustainable Investment Alliance (GSIA). Available at: http://www.gsi-alliance.org/wp-content/uploads/2015/02/GSIA_Review_download.pdf.
-
(2012)
Global Sustainable Investment Alliance (GSIA
-
-
-
38
-
-
84870059680
-
Hybrid optimization models of portfolio selection involving financial and ethical considerations
-
Gupta, P., Mehlawat, M. K., & Saxena, A. (2013). Hybrid optimization models of portfolio selection involving financial and ethical considerations. Knowledge-Based Systems, 37, 318–337.
-
(2013)
Knowledge-Based Systems
, vol.37
, pp. 318-337
-
-
Gupta, P.1
Mehlawat, M.K.2
Saxena, A.3
-
39
-
-
79953257125
-
Risk and return characteristics of Islamic equity funds
-
Hayat, R., & Kraeussl, R. (2011). Risk and return characteristics of Islamic equity funds. Emerging Markets Review, 12(2), 189–203.
-
(2011)
Emerging Markets Review
, vol.12
, Issue.2
, pp. 189-203
-
-
Hayat, R.1
Kraeussl, R.2
-
41
-
-
84876149874
-
Computing the nondominated surface in tri-criterion portfolio selection
-
Hirschberger, M., Steuer, R. E., Utz, S., Wimmer, M., & Qi, Y. (2013). Computing the nondominated surface in tri-criterion portfolio selection. Operations Research, 61, 169–183.
-
(2013)
Operations Research
, vol.61
, pp. 169-183
-
-
Hirschberger, M.1
Steuer, R.E.2
Utz, S.3
Wimmer, M.4
Qi, Y.5
-
42
-
-
49549113180
-
A comparison of models describing the impact of moral decision making on investment decision
-
Hofmann, E., Hoelzl, E., & Kirchler, E. (2008). A comparison of models describing the impact of moral decision making on investment decision. Journal of Business Ethics, 82(1), 171–187.
-
(2008)
Journal of Business Ethics
, vol.82
, Issue.1
, pp. 171-187
-
-
Hofmann, E.1
Hoelzl, E.2
Kirchler, E.3
-
43
-
-
80052038652
-
Employing a recommendation expert system based on mental accounting and artificial neural networks into mining business intelligence for study abroad’s P/S
-
Hsieh, K. L. (2011). Employing a recommendation expert system based on mental accounting and artificial neural networks into mining business intelligence for study abroad’s P/S. Expert Systems with Applications, 38(12), 14376–14381.
-
(2011)
Expert Systems with Applications
, vol.38
, Issue.12
, pp. 14376-14381
-
-
Hsieh, K.L.1
-
46
-
-
0000125532
-
Prospect theory: An analysis of decision under risk
-
Kahneman, D., & Tversky, A. (1979). Prospect theory: An analysis of decision under risk. Econometrica, 47(2), 263–292.
-
(1979)
Econometrica
, vol.47
, Issue.2
, pp. 263-292
-
-
Kahneman, D.1
Tversky, A.2
-
47
-
-
60649119184
-
On conditional value-at-risk based goal programming portfolio selection procedure
-
Kaminski, B., Czupryna, M., & Szapiro, T. (2009). On conditional value-at-risk based goal programming portfolio selection procedure. Multiobjective Programming and Goal Programming. Lecture Notes in Economics and Mathematical Systems, 618, 243–252.
-
(2009)
Multiobjective Programming and Goal Programming. Lecture Notes in Economics and Mathematical Systems
, vol.618
, pp. 243-252
-
-
Kaminski, B.1
Czupryna, M.2
Szapiro, T.3
-
48
-
-
35548966695
-
The effect of socially responsible investing on portfolio performance
-
Kempf, A., & Osthoff, P. (2007). The effect of socially responsible investing on portfolio performance. European Financial Management, 13, 908–922.
-
(2007)
European Financial Management
, vol.13
, pp. 908-922
-
-
Kempf, A.1
Osthoff, P.2
-
49
-
-
84886249508
-
Investing in socially screened funds
-
Kinnel, R. (2009). Investing in socially screened funds. Morningstar Fund Investor, 17(7), 10–18.
-
(2009)
Morningstar Fund Investor
, vol.17
, Issue.7
, pp. 10-18
-
-
Kinnel, R.1
-
50
-
-
84908543951
-
-
An interactive approach to stochastic programming-based portfolio optimization, Annals of Operations Research
-
Köksalan, M., & Tuncer Sakar, C. (2014). An interactive approach to stochastic programming-based portfolio optimization, Annals of Operations Research. doi:10.1007/s10479-014-1719-y
-
(2014)
& Tuncer Sakar, C
-
-
Köksalan, M.1
-
51
-
-
4944259105
-
Portfolio optimization with conditional value-at-risk objective and constraints
-
Krokhmal, P., Palmquist, J., & Uryasev, S. (2002). Portfolio optimization with conditional value-at-risk objective and constraints. Journal of Risk, 4(2), 43–68.
-
(2002)
Journal of Risk
, vol.4
, Issue.2
, pp. 43-68
-
-
Krokhmal, P.1
Palmquist, J.2
Uryasev, S.3
-
52
-
-
84958649799
-
-
Portfolio optimization with a copula-based extension of conditional value-at-risk, Annals of Operations Research
-
Krzemienowski, A., & Szymczyk, S. (2014). Portfolio optimization with a copula-based extension of conditional value-at-risk. Annals of Operations Research. doi:10.1007/s10479-014-1625-3
-
(2014)
& Szymczyk, S
-
-
Krzemienowski, A.1
-
53
-
-
84982911641
-
Optimal product proliferation in monopoly: A dynamic analysis
-
Lambertini, L. (2009). Optimal product proliferation in monopoly: A dynamic analysis. Review of Economic Analysis, 1, 8097.
-
(2009)
Review of Economic Analysis
, vol.1
, pp. 8097
-
-
Lambertini, L.1
-
56
-
-
0016451032
-
An experiment in linguistic synthesis with a fuzzy logic controller
-
MaMD.ani, E. H., & Assilian, S. (1975). An experiment in linguistic synthesis with a fuzzy logic controller. International Journal of Man-Machine Studies, 7(1), 1–13.
-
(1975)
International Journal of Man-Machine Studies
, vol.7
, Issue.1
, pp. 1-13
-
-
MaMD.ani, E.H.1
Assilian, S.2
-
57
-
-
84995186518
-
Portfolio selection
-
Markowitz, H. (1952). Portfolio selection. Journal of Finance, 7, 77–91.
-
(1952)
Journal of Finance
, vol.7
, pp. 77-91
-
-
Markowitz, H.1
-
58
-
-
33747597798
-
GRI and the camouflaging of corporate unsustainability
-
Moneva, J. M., Archel, P., & Correa, C. (2006). GRI and the camouflaging of corporate unsustainability. Accounting Forum, 30(2), 121–137.
-
(2006)
Accounting Forum
, vol.30
, Issue.2
, pp. 121-137
-
-
Moneva, J.M.1
Archel, P.2
Correa, C.3
-
59
-
-
26444504174
-
Multiple criteria linear programming model for portfolio selection
-
Ogryczak, W. (2000). Multiple criteria linear programming model for portfolio selection. Annals of Operations Research, 97, 143–162.
-
(2000)
Annals of Operations Research
, vol.97
, pp. 143-162
-
-
Ogryczak, W.1
-
60
-
-
77958026903
-
The current crisis and the culpability of macroeconomic theory
-
Ormerod, P. (2010). The current crisis and the culpability of macroeconomic theory. Revista de Economía Institucional, 12(22), 111–128.
-
(2010)
Revista de Economía Institucional
, vol.12
, Issue.22
, pp. 111-128
-
-
Ormerod, P.1
-
61
-
-
84857456448
-
Managing the tabu list length using a fuzzy inference system: An application to examination timetabling
-
Pais, T. C., & Amaral, P. (2012). Managing the tabu list length using a fuzzy inference system: An application to examination timetabling. Annals of Operations Research, 194(1), 341–363.
-
(2012)
Annals of Operations Research
, vol.194
, Issue.1
, pp. 341-363
-
-
Pais, T.C.1
Amaral, P.2
-
62
-
-
84894768916
-
Multiobjective project portfolio selection with fuzzy constraints
-
Pérez, F., & Gómez, T. (2014). Multiobjective project portfolio selection with fuzzy constraints. Annals of Operations Research,. doi:10.1007/s10479-014-1556-z.
-
(2014)
Annals of Operations Research
-
-
Pérez, F.1
Gómez, T.2
-
63
-
-
85004073951
-
Some remarks on the value-at-risk and the conditional value-at-risk. In S. Uryasev (Ed.), Probabilistic constrained optimization: methodology and applications. (pp
-
Boston: Kluwer
-
Pflug, G. (2001). Some remarks on the value-at-risk and the conditional value-at-risk. In S. Uryasev (Ed.), Probabilistic constrained optimization: methodology and applications. (pp. 272–281). Boston: Kluwer.
-
(2001)
272–281)
-
-
Pflug, G.1
-
64
-
-
84876172298
-
Portfolio optimization based on downside risk: A mean-semivariance efficient frontier from Dow Jones blue chips
-
Pla-Santamaria, D., & Bravo, M. (2013). Portfolio optimization based on downside risk: A mean-semivariance efficient frontier from Dow Jones blue chips. Annals of Operations Research, 205, 189–201.
-
(2013)
Annals of Operations Research
, vol.205
, pp. 189-201
-
-
Pla-Santamaria, D.1
Bravo, M.2
-
65
-
-
77957325413
-
-
UNEP Finance Initiative, Innovative financing for sustainability and UN Global Compact, UK
-
PRI (2009). Annual report of the PRI initiative. (2009). Principles for responsible investment, UNEP Finance Initiative. Innovative financing for sustainability and UN Global Compact, UK
-
(2009)
Principles for responsible investment
-
-
-
66
-
-
85003821465
-
Socially reponsible investments in mutual funds
-
Radu, I., & Funaru, M. (2011). Socially reponsible investments in mutual funds. Bulletin of the Transilvania University of Brasov. Series V: Economic Sciences, 4(1), 157–168.
-
(2011)
Bulletin of the Transilvania University of Brasov. Series V: Economic Sciences
, vol.4
, Issue.1
, pp. 157-168
-
-
Radu, I.1
Funaru, M.2
-
67
-
-
48749108761
-
Socially responsible investments: Institutional Aspects, performance and investor behaviour
-
Renneboog, L., Ter Horst, J., & Zhang, C. (2008). Socially responsible investments: Institutional Aspects, performance and investor behaviour. Journal of Banking and Finance, 32, 1723–1742.
-
(2008)
Journal of Banking and Finance
, vol.32
, pp. 1723-1742
-
-
Renneboog, L.1
Ter Horst, J.2
Zhang, C.3
-
68
-
-
80051788729
-
Is ethical money financially smart? Nonfinancial attributes and money flows of socially responsible investment funds
-
Renneboog, L., Ter Horst, J., & Zhang, C. (2011). Is ethical money financially smart? Nonfinancial attributes and money flows of socially responsible investment funds. Journal of Financial Intermediation, 20, 562–588.
-
(2011)
Journal of Financial Intermediation
, vol.20
, pp. 562-588
-
-
Renneboog, L.1
Ter Horst, J.2
Zhang, C.3
-
69
-
-
0002062038
-
Optimization of conditional value-at-risk
-
Rockafellar, R. T., & Uryasev, S. (2000). Optimization of conditional value-at-risk. Journal of Risk, 2, 21–41.
-
(2000)
Journal of Risk
, vol.2
, pp. 21-41
-
-
Rockafellar, R.T.1
Uryasev, S.2
-
70
-
-
49549135545
-
The arbitrage theory of capital asset pricing
-
Ross, S. (1976). The arbitrage theory of capital asset pricing. Journal of Economic Theory, 13(3), 341–360.
-
(1976)
Journal of Economic Theory
, vol.13
, Issue.3
, pp. 341-360
-
-
Ross, S.1
-
71
-
-
0001567393
-
Safety first and the holding of assets
-
Roy, A. D. (1952). Safety first and the holding of assets. Econometrica, 20, 431–449.
-
(1952)
Econometrica
, vol.20
, pp. 431-449
-
-
Roy, A.D.1
-
72
-
-
35548999441
-
A critique of social investing’s diversity measures
-
Schepers, D. H. (2003). A critique of social investing’s diversity measures. Business and Society Review, 104(4), 487–508.
-
(2003)
Business and Society Review
, vol.104
, Issue.4
, pp. 487-508
-
-
Schepers, D.H.1
-
74
-
-
84980092818
-
Capital asset prices: A theory of market equilibrium under conditions of risk
-
Sharpe, W. F. (1964). Capital asset prices: A theory of market equilibrium under conditions of risk. The Journal of Finance, 19(3), 425–442.
-
(1964)
The Journal of Finance
, vol.19
, Issue.3
, pp. 425-442
-
-
Sharpe, W.F.1
-
76
-
-
84984907528
-
Ethical Investment and portfolio theory: Using Factor analysis to select a portfolio
-
Simister, J., & Whittle, R. (2013). Ethical Investment and portfolio theory: Using Factor analysis to select a portfolio. Journal of Mathematical Finance, 3(1A), 145–152. doi:10.4236/jmf.2013.31A014.
-
(2013)
Journal of Mathematical Finance
, vol.3
, Issue.1A
, pp. 145-152
-
-
Simister, J.1
Whittle, R.2
-
77
-
-
0009333581
-
Socially responsible mutual funds
-
Statman, M. (2000). Socially responsible mutual funds. Financial Analysts Journal, 56, 30–39.
-
(2000)
Financial Analysts Journal
, vol.56
, pp. 30-39
-
-
Statman, M.1
-
78
-
-
33847407059
-
Suitable-portfolio investors, non-dominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection
-
Steuer, R. E., Qi, Y., & Hirschberger, M. (2007). Suitable-portfolio investors, non-dominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection. Annals of Operations Research, 152, 297–317.
-
(2007)
Annals of Operations Research
, vol.152
, pp. 297-317
-
-
Steuer, R.E.1
Qi, Y.2
Hirschberger, M.3
-
79
-
-
0021892282
-
Fuzzy identification of systems and its applications to modeling and control
-
Takagi, T., & Sugeno, M. (1985). Fuzzy identification of systems and its applications to modeling and control. IEEE Transactions on Systems, Man, Cybernetics, 15, 116–132.
-
(1985)
IEEE Transactions on Systems, Man, Cybernetics
, vol.15
, pp. 116-132
-
-
Takagi, T.1
Sugeno, M.2
-
82
-
-
31744450082
-
Advances in prospect theory: Cumulative representation of uncertainty
-
Tversky, A., & Kahneman, D. (1992). Advances in prospect theory: Cumulative representation of uncertainty. Journal of Risk and Uncertainty, 5, 297–323.
-
(1992)
Journal of Risk and Uncertainty
, vol.5
, pp. 297-323
-
-
Tversky, A.1
Kahneman, D.2
-
83
-
-
85004163948
-
Report on socially responsible investing trends in the United States. US SIF
-
Washington: DC
-
USSIF. (2012). Report on socially responsible investing trends in the United States. US SIF, The Forum for Sustainable and Responsible Investment, Washington, DC.
-
(2012)
The Forum for Sustainable and Responsible Investment
-
-
-
84
-
-
84930461782
-
The impact of sustainable and responsible investment. US SIF
-
Washington: DC
-
USSIF. (2013). The impact of sustainable and responsible investment. US SIF, The Forum for Sustainable and Responsible Investment, Washington, DC.
-
(2013)
The Forum for Sustainable and Responsible Investment
-
-
-
85
-
-
84890811325
-
Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds
-
Utz, S., Wimmer, M., Hirschberger, M., & Steuer, R. E. (2013). Tri-criterion inverse portfolio optimization with application to socially responsible mutual funds. European Journal of Operational Research,. doi:10.1016/j.ejor.2013.07.024.
-
(2013)
European Journal of Operational Research
-
-
Utz, S.1
Wimmer, M.2
Hirschberger, M.3
Steuer, R.E.4
-
86
-
-
0000332578
-
Defuzzification: Criteria and classification
-
van Leekwijck, W., & Kerre, E. E. (1999). Defuzzification: Criteria and classification. Fuzzy Sets and Systems, 108(2), 159–178.
-
(1999)
Fuzzy Sets and Systems
, vol.108
, Issue.2
, pp. 159-178
-
-
van Leekwijck, W.1
Kerre, E.E.2
-
87
-
-
85003851755
-
Green, social and ethical funds in Europe-2009 review
-
Vigeo SRI Research. (2009). Green, social and ethical funds in Europe-2009 review. Vigeo Report.
-
(2009)
Vigeo Report
-
-
Research, V.S.R.I.1
-
88
-
-
12144267663
-
Response to confronting the critics
-
Wolff, M. (2002). Response to confronting the critics. New Academy Review, 1, 230–237.
-
(2002)
New Academy Review
, vol.1
, pp. 230-237
-
-
Wolff, M.1
-
91
-
-
84878960239
-
Multicriteria decision systems for financial problems
-
Zopounidis, C., & Doumpos, M. (2013). Multicriteria decision systems for financial problems. TOP, 21(2), 241–261.
-
(2013)
TOP
, vol.21
, Issue.2
, pp. 241-261
-
-
Zopounidis, C.1
Doumpos, M.2
|