Efficiency of the Public Pensions Funds on the Socially Responsible Equities of Mexico

Efficiency of the Public Pensions Funds on the Socially Responsible Equities of Mexico

In the present work, we test the mean-variance efficiency that Mexican public pension funds would have shown had these invested their local equity portfolio component only in socially responsible stocks. With a daily simulation (from 1 January 2005 to 31 July 2018) of the Standard & Poors (S...

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Bibliographic Details
Main Authors: Oscar V. De la Torre-Torres, Evaristo Galeana-Figueroa, José Álvarez-García
Format: Article
Language:English
Published: MDPI AG 2018-12-01
Series:Sustainability
Subjects:
pension funds
socially responsible investment
asset-allocation
Markov-switching models
portfolio back test and simulation
SIEFORE
Online Access:http://www.mdpi.com/2071-1050/11/1/178

Internet

http://www.mdpi.com/2071-1050/11/1/178

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