Travail de recherche/Working paper
Titre:
  • Social responsibility and mean-variance portfolio selection
Auteur:Drut, Bastien
Statut de publication:Publié, 2010
series:Working papers CEB, 10-002.RS
Sujet CREF:Economie
Sujet JEL:Portfolio Choice; Investment Decisions
Information and Market Efficiency; Event Studies
Financial Institutions and Services: General
Volumes/pages:36 p.
Mots-clés:Socially Responsible Investment
Portfolio Selection
Mean-variance Optimization
Linear Constraint
Socially Responsible Ratings.
Langue:Anglais
Identificateurs:RePEc:sol:wpaper:10-002